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Voluntary management earnings forecasts and value relevance in financial reports

Dong, Nanyan; Wang, Fangjun; Zhang, Junrui - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 9, pp. 2478-2502

Persistent link: https://www.econbiz.de/10012549922

The association between extensions in XBRL disclosures and financial information environment

Li, Shiyou; Nwaeze, Emeka T. - In: The journal of information systems : JIS ; a semiannual … 29 (2015) 3, pp. 73-99

Persistent link: https://www.econbiz.de/10011414824

Distilling the macroeocnomic new flow

Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - 2013

Persistent link: https://www.econbiz.de/10009723120

Distilling the macroeconomic news flow

Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - In: Journal of financial economics 117 (2015) 3, pp. 489-507

Persistent link: https://www.econbiz.de/10011480308

Distilling the macroeconomic news flow

Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - 2013

Persistent link: https://www.econbiz.de/10010221873

Using public information to predict corporate default risk

Peng, C.N.; Lin, J.L. - In: Applied quantitative finance, (pp. 129-151). 2017

Persistent link: https://www.econbiz.de/10011794957

Forecasting High-Frequency Volatility Shocks : An Analytical Real-Time Monitoring System

Kömm, Holger - 2016 - 1st ed. 2016

This thesis presents a new strategy that unites qualitative and quantitative mass data in form of text news and tick-by-tick asset prices to forecast the risk of upcoming volatility shocks. Holger Kömm embeds the proposed strategy in a monitoring system, using first, a sequence of competing...