Similar Search Results

Forecasting stock market returns by summing the frequency-decomposed parts

Faria, Gonçalo; Verona, Fabio - 2017

Persistent link: https://www.econbiz.de/10011817412

Forecasting stock market returns by summing the frequency-decomposed parts

Faria, Gonçalo; Verona, Fabio - In: Journal of empirical finance 45 (2018), pp. 228-242

Persistent link: https://www.econbiz.de/10012102423

Rechnungslegung und Aktienkursentwicklung : Erklärung und Prognose von Aktienrenditen durch Einzel- und Konzernabschlußdaten

Schulte, Jörn - 1996

Persistent link: https://www.econbiz.de/10012939300

Can US trade policy uncertainty help in predicting stock market excess return?

Li, Dakai; Zhang, Fan; Li, Xuezhi - In: Finance research letters 49 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013479261

Prognose von Aktienrenditen und -risiken mit Mehrfaktorenmodellen : eine empirische Untersuchung von erwarteten Renditen und Renditekorrelationen in Deutschland unter besonderer Berücksichtigung von Bilanzinformationen u. Renditeanomalien

Wallmeier, Martin - 1997

Persistent link: https://www.econbiz.de/10013438294

Stock market alphas help predict macroeconomic innovations

Hung, Mao-Wei; Yeh, Andy Jia-Yuh - In: Macroeconomic dynamics 28 (2024) 3, pp. 612-646

Persistent link: https://www.econbiz.de/10014519888

Average skewness in global equity markets

Atilgan, Yigit; Demirtas, K. Ozgur; Günaydin, A. Doruk; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 245-271

Persistent link: https://www.econbiz.de/10014326300

Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables

Nonejad, Nima - In: Journal of empirical finance 70 (2023), pp. 91-122

Persistent link: https://www.econbiz.de/10014423619

Die Bedeutung und der Prognosegehalt makroökonomischer Indikatorvariablen für den deutschen Aktienmarkt

Beck, Carlo - 2005

Persistent link: https://www.econbiz.de/10003064807

Measuring the Predictability of the Oil and Gas Stock Returns and the Performances of Moving Average Trading Rules

Sanusi, Muhammad Surajo - 2018

The paper re-examines whether investors can predict oil and gas stock prices for abnormal returns using autocorrelation-based trading and filter rules and moving average based strategies. Short and long lengths moving averages were employed and their performances measured against the returns...

Persistent link: https://www.econbiz.de/10012914208