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Market vs. analysts reaction : the effect of aggregate and firm-specific news

Bagella, Michele; Becchetti, Leonardo; Ciciretti, Rocco - In: Applied financial economics 17 (2007) 4/6, pp. 299-312

Persistent link: https://www.econbiz.de/10003446011

Accuracy of consensus expectations for top-down earnings share forecasts for two S&P indexes

Chung, Richard; Kryzanowski, Lawrence - In: Applied financial economics 9 (1999) 3, pp. 233-238

Persistent link: https://www.econbiz.de/10001454461

The nominal interest rate as a predictor of inflation : a re-examination of the underlying model

Moosa, Imad A.; Kwiecien, Jolanta - In: Applied financial economics 9 (1999) 4, pp. 337-341

Persistent link: https://www.econbiz.de/10001454653

An analysis of persistence in analyst's relative forecast accuracy

Simon, Andreas - In: Applied financial economics 24 (2014) 1/3, pp. 107-120

Persistent link: https://www.econbiz.de/10010391465

An analysis of private investors' stock market return forecasts

Theissen, Erik - In: Applied financial economics 17 (2007) 1/3, pp. 35-43

Persistent link: https://www.econbiz.de/10003427000

Extreme value modelling for forecasting market crisis impacts

Zhao, Xin; Scarrott, Carl; Oxley, Les; Reale, Marco - In: Applied financial economics 20 (2010) 1/3, pp. 63-72

This article introduces a new approach for estimating Value at Risk (VaR), which is then used to show the likelihood of the impacts of the current financial crisis. A commonly used two-stage approach is taken, by combining a Generalized Autoregressive Conditional Heteroscedasticity (GARCH)...

Persistent link: https://www.econbiz.de/10003935971