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The effects of forecast specificity on the asymmetric short-window share market response to management earnings forecasts

Chan, Howard; Faff, Robert W.; Ho, Yee Kee; Ramsay, Alan - In: Accounting research journal 22 (2009) 3, pp. 237-261

Persistent link: https://www.econbiz.de/10003923555

Equity market volatility and expected risk premium

Chen, Long (contributor); Guo, Hui (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003739618

Real-time macroeconomic data and ex ante predictability of stock returns

Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - 2006

We report results on the ex ante predictability of monthly excess stock returns in Germany using real-time and revised macroeconomic data. Our real-time macroeconomic data cover the period 1994-2005. We report three results. 1) Real-time macroeconomic data did not contribute much to ex ante...

Persistent link: https://www.econbiz.de/10003341534

Asymmetry and time variation in exchange rate exposure : an investigation of Australian stocks returns

Brooks, Robert D.; Di Iorio, Amalia; Faff, Robert W.; … - In: International journal of commerce and management 20 (2010) 4, pp. 276-295

Persistent link: https://www.econbiz.de/10008798811

International equity flows and the predictability of US stock returns

Hartmann, Daniel; Pierdzioch, Christian - In: Journal of forecasting 26 (2007) 8, pp. 583-599

Persistent link: https://www.econbiz.de/10003608154

The stock market and aggregate employment

Chen, Long; Zhang, Lu - 2009

Persistent link: https://www.econbiz.de/10003875812

The influence of time, seasonality and market state on momentum : insights from the Australian stock market

Phua, Victor; Chan, Howard Wei-hong; Faff, Robert W.; … - In: Applied financial economics 20 (2010) 19/21, pp. 1547-1563

Persistent link: https://www.econbiz.de/10009011588

Stock salience and the asymmetric market effect of consumer sentiment news

Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R.; … - In: Journal of banking & finance 36 (2012) 12, pp. 3289-3301

Persistent link: https://www.econbiz.de/10009660492

Reprint of : stock salience and the asymmetric market effect of consumer sentiment news

Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R.; … - In: Journal of banking & finance 37 (2013) 11, pp. 4488-4500

Persistent link: https://www.econbiz.de/10010246979

Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments

Brooks, Robert; Faff, Robert W.; Sirimon Treepongkaruna; … - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 777-799

Persistent link: https://www.econbiz.de/10011442342