Narrow search
Showing 1 - 10 of 103
Cover Image
Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
Lleo, Sébastien; Ziemba, William T. - In: International journal of forecasting 31 (2015) 2, pp. 399-425
Persistent link: https://www.econbiz.de/10011474134
Cover Image
Interactions between analysts' and managers' earnings forecasts
Brown, Lawrence D.; Zhou, Ling - In: International journal of forecasting 31 (2015) 2, pp. 501-514
Persistent link: https://www.econbiz.de/10011474201
Cover Image
Do analysts treat winners and losers differently when forecasting earnings?
Jung, Jay Heon; Pae, Jinhan; Yoo, Choong-Yuel - In: International journal of forecasting 31 (2015) 2, pp. 531-549
Persistent link: https://www.econbiz.de/10011474215
Cover Image
Earnings forecasting in a global stock selection model and efficient portfolio construction and management
Guerard, John Baynard; Markowitz, Harry; Xu, Ganlin - In: International journal of forecasting 31 (2015) 2, pp. 550-560
Persistent link: https://www.econbiz.de/10011474399
Cover Image
Applied mean-ETL optimization in using earnings forecasts
Shao, Barret Pengyuan; Rachev, Svetlozar T.; Mu, Yu - In: International journal of forecasting 31 (2015) 2, pp. 561-567
Persistent link: https://www.econbiz.de/10011474402
Cover Image
Effectiveness of earnings forecasts in efficient global portfolio construction
Xia, Hui; Min, Xinyu; Deng, Shijie - In: International journal of forecasting 31 (2015) 2, pp. 568-574
Persistent link: https://www.econbiz.de/10011474407
Cover Image
News volume information : beyond earnings forecasting in a global stock selection model
Gillam, Robert A.; Guerard, John Baynard; Cahan, … - In: International journal of forecasting 31 (2015) 2, pp. 575-581
Persistent link: https://www.econbiz.de/10011474412
Cover Image
Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao; Wu, Chongfeng; Xu, Weidong - In: International journal of forecasting 31 (2015) 3, pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
Cover Image
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo; Ziegelmann, Flávio A. - In: International journal of forecasting 34 (2018) 1, pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
Cover Image
An approximate long-memory range-based approach for value at risk estimation
Meng, Xiaochun; Taylor, James W. - In: International journal of forecasting 34 (2018) 3, pp. 377-388
Persistent link: https://www.econbiz.de/10012030985