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Internal governance mechanisms and operational performance : evidence from index mutual funds

Adams, John C.; Mansi, Sattar; Nishikawa, Takeshi - In: The review of financial studies 23 (2010) 3, pp. 1261-1286

Persistent link: https://www.econbiz.de/10003959230

Changes in earnings-price ratios and excess returns : a case of investor over-reaction

Bartholdy, Jan - 1998

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Temporary components of stock returns : what do the data tell us?

Lamoureux, Christopher G. - In: The review of financial studies 9 (1996) 4, pp. 1033-1059

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On the out-of-sample predictability of stock market returns

Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev

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The forecasting performance of stock options prices in a thin market

Gemmill, Gordon; Dickins, Paul - 1984

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The skewness of the stock market over long horizons

Neuberger, Anthony; Payne, Richard - In: The review of financial studies 34 (2021) 3, pp. 1572-1616

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Momentum and reversals when overconfident investors underestimate their competition

Luo, Jiang; Subrahmanyam, Avanidhar; Titman, Sheridan - In: The review of financial studies 34 (2021) 1, pp. 351-393

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Predicting returns and dividend growth : the role of non-Gaussian innovations

Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang - 2021

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Should I stay or should I grow? : using voluntary disclosure to elicit market feedback

Jayaraman, Sudarshan; Wu, Joanna Shuang - In: The review of financial studies 33 (2020) 8, pp. 3854-3888

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Forecasting volatility in European stock markets with non-linear GARCH models

Forte, Gianfranco; Manera, Matteo - 2002

This paper investigates the forecasting performance of three popular variants of the non-linear GARCH models, namely VS-GARCH, GJR-GARCH and Q-GARCH, with the symmetric GARCH(1,1) model as a benchmark. The application involves ten European stock price indexes. Forecasts produced by each...

Persistent link: https://www.econbiz.de/10011598042