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Changes in earnings-price ratios and excess returns : a case of investor over-reaction
Bartholdy, Jan - 1998
Persistent link: https://www.econbiz.de/10000994150
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Predicting returns and dividend growth : the role of non-Gaussian innovations
Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang - 2021
Persistent link: https://www.econbiz.de/10012605024
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On the out-of-sample predictability of stock market returns
Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001971221
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Information sales and insider trading with long-lived information
Cespa, Giovanni (contributor) - 2007
Persistent link: https://www.econbiz.de/10003564894
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Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom; Tanggaard, Carsten - 2003
Persistent link: https://www.econbiz.de/10001985166
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Oil price forecast evaluation with flexible loss functions
Bastianin, Andrea; Manera, Matteo; Markandya, Anil; … - 2011
static forecasts, as well as different measures of forecast errors. Finally, we propose a new class of models which combine …
Persistent link: https://www.econbiz.de/10009382869
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Out of sample predictability in predictive regressions with many predictor candidates
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2020
Persistent link: https://www.econbiz.de/10012501524
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Forecasting gasoline prices with mixed random forest error correction models
Escribano, Álvaro; Wang, Dandan - 2020
Persistent link: https://www.econbiz.de/10012310571
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MIDAS modeling for core inflation forecasting
Libonatti, Luis - 2018
. Additionally, an analysis of intra-period forecasts, reveals a slight trend towards increased forecast accuracy as the daily …
Persistent link: https://www.econbiz.de/10011883796