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Potential gains from predicting the timing of stock market persistence and mean reversion

Hsieh, Heng-Hsing - In: Investment management and financial innovations 10 (2013) 3, pp. 55-67

Persistent link: https://www.econbiz.de/10010201509

Forecasting crude oil prices : a scaled PCA approach

He, Mengxi; Zhang, Yaojie; Wen, Danyan; Wang, Yudong - In: Energy economics 97 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012820812

An empirical investigation of market timing behavior : evidence from Indian IPOs

Mayur, Manas - In: Investment management and financial innovations 13 (2016) 3, pp. 84-92

Persistent link: https://www.econbiz.de/10011666605

Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables

Liu, Jingzhen; Kemp, Alexander G. - In: Energy economics 81 (2019), pp. 672-686

Persistent link: https://www.econbiz.de/10012172895

Oil implied volatility and expected stock returns along the worldwide supply chain

Li, Chenchen; Wang, Yudong; Wu, Chongfeng - In: Energy economics 114 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013477603

Management compensation and market timing under portfolio constraints

Agarwal, Vikas; Gómez, Juan-Pedro; Priestley, Richard - In: Journal of Economic Dynamics and Control 36 (2012) 10, pp. 1600-1625

This paper shows that portfolio constraints have important implications for management compensation and performance evaluation. In particular, in the presence of portfolio constraints, allowing for benchmarking can be beneficial. Benchmark design arises as an alternative effort inducement...

Persistent link: https://www.econbiz.de/10011051975