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Predicting returns and volatility with macroeconomic variables : evidence from tests of encompassing
Sollis, Robert - In: Journal of forecasting 24 (2005) 3, pp. 221-231
Persistent link: https://www.econbiz.de/10002749178
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A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng; Wahab, M. I. M.; Chevallier, Julien; Li, Ziyang - In: Journal of forecasting 42 (2023) 1, pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
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An empirical assessment of the premium associated with meeting or beating both time-series earnings expectations and analysts' forecasts
Dopuch, Nicholas; Seethamraju, Chandra; Xu, Weihong - In: Review of quantitative finance and accounting 31 (2008) 2, pp. 147-166
Persistent link: https://www.econbiz.de/10003727911
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Mean reversion of short-horizon stock returns : asymmetry property
Nam, Kiseok; Kim, Sei-Wan; Arize, Augustine Chuck - In: Review of quantitative finance and accounting 26 (2006) 2, pp. 137-163
Persistent link: https://www.econbiz.de/10003277970
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Stock market volatility and economic factors
Binder, John J.; Merges, Matthias J. - In: Review of quantitative finance and accounting 17 (2001) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10001748128
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International equity flows and the predictability of US stock returns
Hartmann, Daniel; Pierdzioch, Christian - In: Journal of forecasting 26 (2007) 8, pp. 583-599
Persistent link: https://www.econbiz.de/10003608154
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Forecasting performance of nonlinear models for intraday stock returns
Matías, José M.; Reboredo, Juan Carlos - In: Journal of forecasting 31 (2012) 2, pp. 172-188
Persistent link: https://www.econbiz.de/10009503688
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Financial analysts' forecast accuracy and dispersion : high-tech versus low-tech stocks
Kwon, Sung S. - In: Review of quantitative finance and accounting 19 (2002) 1, pp. 65-91
Persistent link: https://www.econbiz.de/10001698803
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Predicting daily probability distributions of S&P500 returns
Weigend, Andreas S.; Shi, Shanming - In: Journal of forecasting 19 (2000) 4, pp. 375-392
Persistent link: https://www.econbiz.de/10001504696
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Moving average rules, volume and the predictability of security returns with feedforward networks
Gençay, Ramazan; Stengos, Thanasis - In: Journal of forecasting 17 (1998) 5/6, pp. 401-414
Persistent link: https://www.econbiz.de/10001363198