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How candlestick features affect the performance of volatility forecasts : evidence from the stock market
Su, Jung-bin - In: The European journal of finance 21 (2015) 4/6, pp. 486-506
Persistent link: https://www.econbiz.de/10010528953
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Cross-sectional stock return predictability in China
Cakici, Nusret; Chan, Kalok; Topyan, Kudret - In: The European journal of finance 23 (2017) 7/9, pp. 581-605
Persistent link: https://www.econbiz.de/10011740186
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Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher; McMillan, David G.; Kambouroudis, Dimos - In: The European journal of finance 29 (2023) 14, pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
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Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula Ephraim - In: The European journal of finance 29 (2023) 4, pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
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Historical geopolitical risk and the behaviour of stock returns in advanced economies
Salisu, Afees A.; Lasisi, Lukman; Tchankam, Jean Paul - In: The European journal of finance 28 (2022) 9, pp. 889-906
In this study, we investigate the impact of global geopolitical risk (GPR) of different forms on the economies of advanced countries (G7 and Switzerland). We construct a predictive model, following the approach of Lewellen (2004. "Predicting returns with financial ratios." Journal of Financial...
Persistent link: https://www.econbiz.de/10013373348
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Pricing of time-varying liquidity risk in Finnish stock market : new evidence
Ahmed, Sheraz; Hirvonen, Jani; Hussain, Syed Mujahid - In: The European journal of finance 25 (2019) 13, pp. 1147-1165
Persistent link: https://www.econbiz.de/10012207067
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Predicting the equity market with option-implied variables
Hollstein, Fabian; Prokopczuk, Marcel; Tharann, Björn; … - In: The European journal of finance 25 (2019) 10, pp. 937-965
Persistent link: https://www.econbiz.de/10012207043
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State-dependent asset allocation using neural networks
Bradrania, Reza; Pirayesh Neghab, Davood - In: The European journal of finance 28 (2022) 11, pp. 1130-1156
Persistent link: https://www.econbiz.de/10013373381
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Red sky at night or in the morning, to the equity market neither a delight nor a warning : the weather effect re-examined using intraday stock data
Pizzutilo, Fabio; Roncone, Valeria - In: The European journal of finance 23 (2017) 13/15, pp. 1280-1310
Persistent link: https://www.econbiz.de/10012014381
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The smallest stocks are not just smaller : global evidence
Moor, Lieven de; Sercu, Piet - In: The European journal of finance 21 (2015) 1/3, pp. 51-70
Persistent link: https://www.econbiz.de/10010519976