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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Forecasting model"
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Search: subject_exact:"Financial market anomalies"
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Forecasting model
Anlageverhalten
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Behavioural finance
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Börsenkurs
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66
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62
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Adegboyega, Soliu Bidemi
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Discussion paper / Centre for Economic Policy Research
The North American journal of economics and finance : a journal of financial economics studies
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Pacific-Basin finance journal
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ECONIS (ZBW)
15
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1
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
Saved in:
2
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
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3
Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments
Deng, Shangkun
;
Huang, Xiaoru
;
Zhu, Yingke
;
Su, Zhihao
; …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246834
Saved in:
4
Heterogenous beliefs with sentiments and asset pricing
Wang, Hailong
;
Hu, Duni
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-39
Persistent link: https://www.econbiz.de/10014225791
Saved in:
5
Investor sentiment and energy futures predictability : evidence from Feasible Quasi Generalized Least Squares
Fasanya, Ismail Olaleke
;
Adekoya, Oluwasegun B.
; …
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014225813
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6
Intraday return predictability in the cryptocurrency markets : momentum, reversal, or both
Wen, Zhuzhu
;
Bouri, Elie
;
Xu, Yahua
;
Zhao, Yang
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534113
Saved in:
7
Hard to arbitrage, hard for analysts to forecast
Wu, Yanran
;
Zhang, Chao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013539081
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8
Overnight stock returns, intraday returns, and firm-specific investor sentiment
Kim, Byungoh
;
Suh, Sangwon
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012667359
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9
The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns
Wang, Ruina
;
Li, Jinfang
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013187642
Saved in:
10
Predicting stock market crises using daily stock market valuation and investor sentiment indicators
Fu, Junhui
;
Zhou, Qingling
;
Liu, Yufang
;
Wu, Xiang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659074
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