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Forecaster overconfidence and market survey performance
Deaves, Richard; Lei, Jin; Schröder, Michael - 2015
realizations. Moderate filters based on forecast accuracy over short rolling windows are somewhat successful in improving …
Persistent link: https://www.econbiz.de/10010511233
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Forecaster overconfidence and market survey performance
Deaves, Richard; Lei, Jin; Schröder, Michael - 2015
realizations. Moderate filters based on forecast accuracy over short rolling windows are somewhat successful in improving …
Persistent link: https://www.econbiz.de/10010532082
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Expectation dispersion, uncertainty, and the reaction to news
Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020
Releases of key macroeconomic indicators are closely watched by financial markets. We investigate the role of expectation dispersion and economic uncertainty for the stock-market reaction to indicator releases. We find that the strength of the financial market response to news decreases with the...
Persistent link: https://www.econbiz.de/10012404647
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Linear predictability vs. bull and bear market models in strategic asset allocation decisions : evidence from UK data
Guidolin, Massimo; Hyde, Stuart - 2012
Most papers in the portfolio choice literature have examined linear predictability frameworks based on the idea that simple but flexible Vector Autoregressive (VAR) models can be expanded to produce portfolio allocations that hedge against the bull and bear dynamics typical of financial markets...
Persistent link: https://www.econbiz.de/10009658243
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Comparing the market risk premia forecasts in JSE and NYSE equity markets
Oikonomikou, Leoni Eleni - 2016 - Corrected version: March 2016
This paper examines the evidence regarding predictability in the market risk premium using artificial neural networks (ANNs), namely the Elman Network (EN) and the Higher Order Neural network (HONN), univariate ARMA and exponential smoothing techniques, such as Single Exponential Smoothing (SES)...
Persistent link: https://www.econbiz.de/10011454082
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The nexus between analyst forecast dispersion and expected returns surrounding stock market crashes
Chong, Terence Tai-Leung; Wang, Xiaolei - In: Journal of risk and financial management : JRFM 2 (2009) 1, pp. 75-93
empirical study has investigated the nexus between the analyst forecast dispersion (AFD) and excess returns surrounding stock …
Persistent link: https://www.econbiz.de/10011556115
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What Factors Motivate the Stock Analyst Forecast on Listed Companies in Colombo Stock Exchange?
Fonseka, M. M. - 2012
the factors which influence the forecast decision on shares of the companies. The P/E ratio, dividend yield, return on …' forecast in emerging CSE. The stock analysts forecast decision more concern on firm dividend than capital gain. We … fundamentally disagree with the argument of Modigliani-Miller theorem in terms of stock analysts' forecast and individual investor …
Persistent link: https://www.econbiz.de/10013115296
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Neuro Fuzzy Based Stock Market Prediction System
Gunasekaran, M. - 2013
Neural networks have been used for forecasting purposes for some years now. Often arises the problem of a black-box approach, i.e. after having trained neural networks to a particular problem, it is almost impossible to analyze them for how they work. Fuzzy Neuronal Networks allow adding rules...
Persistent link: https://www.econbiz.de/10013075047
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Non Predictable Stock Market Declines
Ziemba, William T. - 2016
I have used four measures that have had considerable success in predicting stock market declines of ten percent or more and average twenty-five percent. Other declines of 5-15% seem to be hard to predict ex ante, while some can be explained ex post. In this paper, I focus on six of the latter...
Persistent link: https://www.econbiz.de/10013000628
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Stock price forecasting for Jordan insurance companies amid the COVID-19 pandemic utilizing off-the-shelf technical analysis methods
Altarawneh, Ghada A.; Hassanat, Ahmad B.; Tarawneh, Ahmad S. - In: Economies : open access journal 10 (2022) 2, pp. 1-18
. The main purpose of this study is to use technical analysis methods to forecast Jordanian insurance companies and … Exponential Smoothing. As a result, we show that using EDWA to forecast the share price of insurance companies in Jordan is good …
Persistent link: https://www.econbiz.de/10013164219