NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Predicting Relative Returns

Valentin Haddad, Serhiy Kozak, Shrihari Santosh

NBER Working Paper No. 23886
Issued in September 2017

---- Acknowledgements ----

We thank Julien Cujean, Bob Dittmar, Bryan Kelly, Ralph Koijen, Mark Loewenstein, Tyler Muir, Stefan Nagel, Avanidhar Subrahmanyan, and seminar participants at Maryland and Michigan for helpful comments and suggestions. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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