Brainstorming over paper, author Scott Graham on Unsplash

1. Indicator selection and stock return predictability, by Zhifeng Dai , Huan Zhu

Though this research is applied to stock market return, and the predictors include micro- and macro-variables, but the idea is worth to try to apply to stock prediction.

2. Forecasting stock prices, by Arie Harel, Giora Harpaz

Wish that you can find some ways to modelize your trading objectives based on the idea of this paper.

3. Four centuries of return predictability, by Benjamin Golez, Peter Koudijs

The paper shows that the dividend-to-price ratio tends to increase before a period of high returns and vice versa. Otherwise, the return predictability from dividend yields is related to business circle, i.e. both the dividend-to-price and subsequent returns tend to increase in recessions.

Quant Researcher, Data Scientist, Food Hater (so I eat them a lot).