the factors which influence the forecast decision on shares of the companies. The P/E ratio, dividend yield, return on …' forecast in emerging CSE. The stock analysts forecast decision more concern on firm dividend than capital gain. We … indicators of the return sort, volatility of shares have a significant impact on perfect investment decision. The emerging …

This study tests the performance of stock market forecasts derived from technical analysis by means of a specific …. Two test statistics are introduced to utilize the indicator. The results show that the forecasts generated from the … indicator would enable investors to escape most of the crashes and catch most of the bull runs. The trading signals provided by …

not deliver satisfactory forecasts. However, when we adopt a time-varying decision rule, the ratio becomes a statistically … statistically significant predictor of equity market corrections. We find that the static decision rule suggested by Buffett does … significant predictor of equity market corrections. This new decision rule is robust to changes in its key parameters: the …

This paper tests the performance of stock market forecasts derived from technical analysis by means of a specific …. Two test statistics are introduced to utilize the indicator. The results show that the forecasts generated from the … indicator would enable investors to escape most of the crashes and catch most of the bull runs. The trading signals provided by …

standard GARCH specification, the non-linear models generally lead to better forecasts in terms of both smaller forecast errors … price indexes. Forecasts produced by each non-linear GARCH model and each index are evaluated using a common set of … classical criteria, as well as forecast combination techniques with constant and non-constant weights. With respect to the …

(integrated) production of information. Nonetheless, this paper documents significant stock return and forecast revision …

The equity trading landscape all over the world has changed dramatically in recent years. We have witnessed the advent … of new trading venues and significant changes in the market shares of existing ones. We use an extensive panel dataset … from the European equity markets to analyze the market shares of five categories of lit and dark trading mechanisms. Market …

The equity trading landscape all over the world has changed dramatically in recent years. We have witnessed the advent … of new trading venues and significant changes in the market shares of existing ones. We use an extensive panel dataset … from the European equity markets to analyze the market shares of five categories of lit and dark trading mechanisms. Market …