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Sources of predictability of European stock markets for high-technology firms

Pierdzioch, Christian (contributor); … - 2005

-order autocorrelation coefficients, and find evidence for return predictability of stock indexes of smaller hightechnology firms, but no …

Persistent link: https://www.econbiz.de/10002603024

Sources of predictability of European stock markets for high-technology firms

Pierdzioch, Christian; Schertler, Andrea - In: The European journal of finance 13 (2007) 1/2, pp. 1-27

Persistent link: https://www.econbiz.de/10003437912

Sources of predictability of European stock markets for high-technology firms

Pierdzioch, Christian - 2005

Persistent link: https://www.econbiz.de/10013261421

On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees

Pierdzioch, Christian; Risse, Marian; Gupta, Rangan; … - In: Finance research letters 30 (2019), pp. 160-169

Persistent link: https://www.econbiz.de/10012420355

Nonlinear expectation formation in the U.S. stock market : empirical evidence from the Livingston survey

Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2015

We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectation-formation process in the U.S. stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time...

Persistent link: https://www.econbiz.de/10011452463