On the predictive role of large futures trades for S&P500 index returns: An analysis of COT data as an informative trading signal

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Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

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An Intertemporal Capital Asset Pricing Model

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A Simple Model of Capital Market Equilibrium with Incomplete Information

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Automatic Time Series Forecasting: The<b>forecast</b>Package for<i>R</i>

Rob J. Hyndman, Yeasmin Khandakar · Journal of Statistical Software · 2008 · 3.4K citations · Full text

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