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Investor expectations, earnings management, and asset prices
Du, Kai - In: Journal of economic dynamics & control 105 (2019), pp. 134-157
Persistent link: https://www.econbiz.de/10012131947
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An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj; Namouri, Hela; Ftiti, Zied - In: Journal of economic dynamics & control 91 (2018), pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
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The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris; Munk, Claus - In: Journal of economic dynamics & control 36 (2012) 2, pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
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High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan; Nolte, Ingmar; Nolte, Sandra - In: Journal of economic dynamics & control 124 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
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The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe; Ielpo, Florian; Sévi, Benoît - In: Journal of economic dynamics & control 113 (2020), pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
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Analysts' underreaction and momentum strategies
Gonçalves de Azevedo, Vitor - In: Journal of economic dynamics & control 146 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014478144
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A learning curve of the market : chasing alpha of socially responsible firms
Li, Zhichuan; Minor, Dylan; Wang, Jun; Yu, Chong - In: Journal of economic dynamics & control 109 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012314032
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Returns to specialization, competition, population, and growth
Bucci, Alberto - In: Journal of economic dynamics & control 37 (2013) 10, pp. 2023-2040
Persistent link: https://www.econbiz.de/10010196936
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Exploiting ergodicity in forecasts of corporate profitability
Mundt, Philipp; Alfarano, Simone; Milaković, Mishael - In: Journal of economic dynamics & control 111 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012501441
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Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy; Long, Huaigang; Zaremba, Adam; Umar, Zaghum - In: Journal of economic dynamics & control 148 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014240044