1. Return direction forecasting: a conditional autoregressive shape model with beta density. (2023). Fan, Pengying ; Sun, Yuying ; Xie, Haibin.
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   RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00489-z.

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2. Optimal probabilistic and directional predictions of financial returns. (2010). Thomakos, Dimitrios ; Wang, Tao.
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   RePEc:eee:empfin:v:17:y:2010:i:1:p:102-119.

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3. Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches. (2009). Anatolyev, Stanislav ; Kryzhanovskaya, Natalia .
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   RePEc:cfr:cefirw:w0136.

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1. Predictable by Construction: Assessing Forecast Directional Accuracy of Temporal Aggregates. (2024). Martin, Stephen Snudden.
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2. Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach. (2023). Agarwalla, Sobhesh Kumar ; Kumar, Sudarshan ; Virmani, Vineet ; Varma, Jayanth R.
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3. Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering. (2023). Mattera, Raffaele ; Hyndman, Rob J ; Athanasopoulos, George.
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4. Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS. (2023). Goutte, Stéphane ; Gana, Marjene ; Ahmed, Ayedi ; Guesmi, Khaled.
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5. “Watch your tone!”: Forecasting mining industry commodity prices with financial report tone. (2023). Hardy, Nicolas ; Ferreira, Tiago ; Magner, Nicolas S ; Quinteros, Maria J.
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6. Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin.
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9. Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom.
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10. Exchange rate return predictability in times of geopolitical risk. (2022). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Iyke, Bernard Njindan.
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12. Directional news impact curve. (2021). Anatolyev, Stanislav.
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13. Forecasting aluminum prices with commodity currencies. (2021). Pincheira, Pablo ; Hardy, Nicolas.
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14. Predicting exchange rate returns. (2020). Narayan, Paresh Kumar ; Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila.
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15. Categorical Forecasts and Non-Categorical Loss Functions. (2020). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Boumans, Dorine.
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16. Chinese Currency Exchange Rates Forecasting with EMD-Based Neural Network. (2019). Jiang, Chonghui ; Du, Jiangze ; Wang, Jying-Nan ; Lai, Kin-Keung .
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17. Forecasting base metal prices with the Chilean exchange rate. (2019). Pincheira, Pablo ; Hardy, Nicolas ; Brown, Pablo Pincheira.
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18. Are financial returns really predictable out-of-sample?: Evidence from a new bootstrap test. (2019). Pan, Zhiyuan ; Bu, Ruijun ; Liu, LI ; Xu, Yuhua.
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19. Higher Moments and Exchange Rate Behavior. (2019). Sharma, Susan ; Khademalomoom, Siroos ; Narayan, Paresh Kumar.
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20. Timing in the presence of directional predictability: optimal stopping of skew Brownian motion. (2017). Alvarez, Luis ; Salminen, Paavo ; Luis , .
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21. Timing Foreign Exchange Markets. (2016). Malone, Samuel ; Horst, Enrique Ter ; Gramacy, Robert B.
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22. Getting the most out of macroeconomic information for predicting excess stock returns. (2016). van Dijk, Dick ; Çakmaklı, Cem ; Akmakli, Cem .
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23. Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion. (2016). Alvarez, Luis ; Luis , ; Salminen, Paavo.
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24. Complex Model of Market Price Development and its Simulation. (2015). Stdnk, Bohumil ; Mieinskien, Algita .
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25. Exchange rate forecasts and expected fundamentals. (2015). Menkhoff, Lukas ; MacDonald, Ronald ; Dick, Christian.
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26. Is carbon emissions trading profitable?. (2015). Sharma, Susan ; Narayan, Paresh.
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27. Exchange rate forecasts and expected fundamentals. (2014). Menkhoff, Lukas ; MacDonald, Ronald ; Dick, Christian.
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29. A Simple Out-of-Sample Test for the Martingale Difference Hypothesis. (2013). Pincheira, Pablo.
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31. Individual exchange rate forecasts and expected fundamentals. (2011). Menkhoff, Lukas ; MacDonald, Ronald ; Dick, Christian.
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32. Performance Evaluation of Zero Net-Investment Strategies. (2011). Taylor, Alan ; Jorda, Oscar.
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33. On economic evaluation of directional forecasts. (2011). Blaskowitz, Oliver ; Herwartz, Helmut.
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34. On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note. (2009). Lim, Kian-Ping ; Brooks, Robert.
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35. Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation. (2009). Salmon, Mark ; Kozhan, Roman.
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36. Multi-Market Direction-of-Change Modeling Using Dependence Ratios. (2009). Anatolyev, Stanislav.
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38. Combining Tests of Predictive Ability Theory and Evidence for Chilean and Canadian Exchange Rates. (2008). Pincheira, Pablo.
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39. Modeling Financial Return Dynamics by Decomposition. (2007). Gospodinov, Nikolay ; Anatolyev, Stanislav.
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40. Modeling Financial Return Dynamics by Decomposition. (2007). Gospodinov, Nikolay ; Anatolyev, Stanislav.
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41. Testing for predictability (in Russian). (2006). Anatolyev, Stanislav.
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42. Shrinkage Based Tests of the Martingale Difference Hypothesis. (2006). Pincheira, Pablo.
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43. Nonparametric retrospection and monitoring of predictability of financial returns. (2006). Anatolyev, Stanislav.
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44. Nonparametric retrospection and monitoring of predictability of financial returns. (2006). Anatolyev, Stanislav.
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45. A Ten-year retrospection of the behavior of Russian stock returns. (2005). Anatolyev, Stanislav.
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