Dr. Fabian Bätje - Research
Financial Economics; Asset Allocation; Forecasting; Macroeconomics; Monetary Economics
Does a lot help a lot? Forecasting stock returns with pooling strategies in a data-rich environment
Journal of Forecasting, forthcoming.
Equity premium prediction: Are economic and technical indicators unstable?
International Journal of Forecasting (2016), Vol. 32, 1193-1207.
(with Lukas Menkhoff)
Does cross-sectional forecast dispersion proxy for macroeconomic uncertainty? New empirical evidence
Economics Letters (2016), Vol. 143, 38-43.
(with Karola Friedrici)