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The new finance : overreaction, complexity, and uniqueness

Haugen, Robert A. - 2004 - 3. ed.

Persistent link: https://www.econbiz.de/10001786555

Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning

Gupta, Rangan; Nel, Jacobus; Pierdzioch, Christian - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 111-122

Persistent link: https://www.econbiz.de/10013547864

An analysis of private investors' stock market return forecasts

Theissen, Erik - 2005

those entered on weekdays. Implied returns are not consistently related to the weather conditions on the day the forecast …

Persistent link: https://www.econbiz.de/10009524805

The role of anchoring bias in the equity market : evidence from analysts' earnings forecasts and stock returns

Cen, Ling; Hilary, Gilles; Wei, K. C. John - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 1, pp. 47-76

Persistent link: https://www.econbiz.de/10009772412

The Role of Anchoring Bias in the Equity Market : Evidence from Analysts' Earnings Forecasts and Stock Returns

Cen, Ling - 2013

We test the implications of anchoring bias associated with forecast earnings per share (FEPS) for forecast errors … more positive forecast revisions, more negative forecast errors, and more negative earnings surprises after a stock split …

Persistent link: https://www.econbiz.de/10013092369

Who reacts to what information in securities analyst reports? : direct evidence from the investor trade imbalance

Hsieh, Wen-liang Gideon; Lee, Chin-shen - In: Pacific-Basin finance journal 65 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10013209739

The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns

Wang, Ruina; Li, Jinfang - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013187642

The impact of investor sentiment on direction of stock price changes : evidence from the Polish stock market

Polak, Kamil - In: Journal of banking and financial economics 2 (2021) 16, pp. 72-90

The purpose of this research is to examine the impact of sentiment derived from news headlines on the direction of stock price changes. The study examines stocks listed on the WIG-banking sub-sector index on the Warsaw Stock Exchange. Two types of data were used: textual and market data. The...

Persistent link: https://www.econbiz.de/10012887921

The market reaction to analyst stock recommendation and earnings forecast consistency : international evidence

Bar-Niv, Ran; Chen, Min - In: Journal of international accounting auditing & taxation 39 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012299730

Shipping investor sentiment and international stock return predictability

Papapostolou, Nikos C.; Pouliasis, Panos K.; Nomikos, … - In: Transportation research / E : an international journal 96 (2016), pp. 81-94

Persistent link: https://www.econbiz.de/10011624074

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