Similar Search Results - EconBiz

Performance forecasts in uncertain environments : examining the predictive power of the VRIO-framework

Powalla, Christian; Bresser, Rudi K. F. - 2010

Strategy tools are widely used in the practice of strategic management to yield a good solution with an acceptable problem-solving effort. This paper presents results of an experimental research project that assesses the practical effectiveness of a theory-based decision-making tool, the...

Persistent link: https://www.econbiz.de/10008665447

Predicting international stock returns with conditional price-to-fundamental ratios

Lawrenz, Jochen; Zorn, Josef - In: Journal of empirical finance 43 (2017), pp. 159-184

Persistent link: https://www.econbiz.de/10011817953

House prices, expectations, and time-varying fundamentals

Gelain, Paolo; Lansing, Kevin J. - In: Journal of empirical finance 29 (2014), pp. 3-25

Persistent link: https://www.econbiz.de/10011300508

Asymmetric volatility clustering, risk-return relationship and day of the week effects : evidence from nineteen stock markets

Balaban, Ercan; Bayar, Aslı; Kan, Özgür Berk - 1999

Persistent link: https://www.econbiz.de/10001399859

The quality of market volatility forecasts implied by S&P 100 index option prices

Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345

Persistent link: https://www.econbiz.de/10001375188

Special issue on the predictability of asset returns

Bekaert, Geert (contributor) - 2001

Persistent link: https://www.econbiz.de/10001655349

Forecasting stock returns with large dimensional factor models

Giovannelli, Alessandro; Massacci, Daniele; Soccorsi, … - In: Journal of empirical finance 63 (2021), pp. 252-269

Persistent link: https://www.econbiz.de/10013259267

Do financial variables help predict the conditional distribution of the market portfolio?

Zamenjani, Azam Shamsi - In: Journal of empirical finance 62 (2021), pp. 327-345

Persistent link: https://www.econbiz.de/10012693441

Bringing an elementary agent-based model to the data : estimation via GMM and an application to forecasting of asset price volatility

Ghonghadze, Jaba; Lux, Thomas - In: Journal of empirical finance 37 (2016), pp. 1-19

Persistent link: https://www.econbiz.de/10011662890

Strict stationarity, persistence and volatility forecasting in ARCH (∞) processes

Davidson, James E. H.; Li, Xiaoyu - In: Journal of empirical finance 38 (2016), pp. 534-547

Persistent link: https://www.econbiz.de/10011663340

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