Similar Search Results - EconBiz

The risk premia embedded in index options

Andersen, Torben; Fusari, Nicola; Todorov, Viktor - In: Journal of financial economics 117 (2015) 3, pp. 558-584

Persistent link: https://www.econbiz.de/10011480313

Real-Time Forecast Evaluation of DSGE Models with Stochastic Volatility

Diebold, Francis X. - 2016

Recent work has analyzed the forecasting performance of standard dynamic stochastic general equilibrium (DSGE) models, but little attention has been given to DSGE models that incorporate nonlinearities in exogenous driving processes. Against that background, we explore whether incorporating...

Persistent link: https://www.econbiz.de/10012456064

Forecasting metal prices : do forecasters herd?

Pierdzioch, Christian; Ruelke, Jan-Christoph; … - In: Journal of banking & finance 37 (2013) 1, pp. 150-158

Persistent link: https://www.econbiz.de/10009675548

Investor attention, psychological anchors, and stock return predictability

Li, Jun; Yu, Jianfeng - In: Journal of financial economics 104 (2012) 2, pp. 401-419

Persistent link: https://www.econbiz.de/10009621130

Measuring investor sentiment with mutual fund flows

Ben-Rephael, Azi; Kandel, Shmuel; Wohl, Avi - In: Journal of financial economics 104 (2012) 2, pp. 363-382

Persistent link: https://www.econbiz.de/10009621133

Global, local, and contagious investor sentiment

Baker, Malcolm; Wurgler, Jeffrey; Yuan, Yu - In: Journal of financial economics 104 (2012) 2, pp. 272-287

Persistent link: https://www.econbiz.de/10009621147

Style investing, comovement and return predictability

Wahal, Sunil; Yavuz, Deniz M. - In: Journal of financial economics 107 (2013) 1, pp. 126-154

Persistent link: https://www.econbiz.de/10009715836

Predicting bear and bull stock markets with dynamic binary time series models

Nyberg, Henri - In: Journal of banking & finance 37 (2013) 9, pp. 3351-3363

Persistent link: https://www.econbiz.de/10010126425

The second moment matters! : cross-sectional dispersion of firm valuations and expected returns

Jiang, Danling - In: Journal of banking & finance 37 (2013) 10, pp. 3974-3992

Persistent link: https://www.econbiz.de/10010127414

What explains the dynamics of 100 anomalies?

Jacobs, Heiko - In: Journal of banking & finance 57 (2015), pp. 65-85

Persistent link: https://www.econbiz.de/10011543781

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