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Relations syndicales et valeur boursière de l'entreprise : une illustration de l'apport de la sociologie économique aux sciences de gestion

Huault, Isabelle - In: Economies et sociétés / SG : cahiers de l'ISMEA (1999), pp. 457-482

Persistent link: https://www.econbiz.de/10001419052

Structural change test in duration of bull and bear markets

Nicolau, João - In: Economics letters 146 (2016), pp. 64-67

Persistent link: https://www.econbiz.de/10011619060

Modeling high frequency data with long memory and structural change : A-HYEGARCH model

Shi, Yanlin; Yang, Yang - In: Risks : open access journal 6 (2018) 2, pp. 1-28

In this paper, we propose an Adaptive Hyperbolic EGARCH (A-HYEGARCH) model to estimate the long memory of high frequency time series with potential structural breaks. Based on the original HYGARCH model, we use the logarithm transformation to ensure the positivity of conditional variance. The...

Persistent link: https://www.econbiz.de/10011811728

Predicting Stock Returns in the Presence of Uncertain Structural Changes and Sample Noise

Mantilla-Garcia, Daniel - 2017

The predictive power of the dividend-price ratio has been the subject of intense scrutiny. Most studies on return predictability assume that predictor variables follow stationary processes with constant long-run means. Following recent evidence of the role of structural breaks in the...

Persistent link: https://www.econbiz.de/10012971454

Modeling high-frequency volatility with three-state FIGARCH models

Shi, Yanlin; Ho, Kin-Yip - In: Economic modelling 51 (2015), pp. 473-483

Persistent link: https://www.econbiz.de/10011476127

Fundamental factors and extrapolation in stock-market expectations : the central role of structural change

Frydman, Roman; Stillwagon, Joshua R. - In: Journal of economic behavior & organization : JEBO 148 (2018), pp. 189-198

Persistent link: https://www.econbiz.de/10011985970

Predicting stock returns in the presence of uncertain structural changes and sample noise

Mantilla-García, Daniel; Vaidyanathan, Vijay - In: Financial markets and portfolio management 31 (2017) 3, pp. 357-391

Persistent link: https://www.econbiz.de/10011951769

A cointegrated VAR analysis of stock price models : fundamentals, psychology and structural change

Mangee, Nicholas; Goldberg, Michael D. - In: The journal of behavioral finance : a publication of … 21 (2020) 4, pp. 352-368

Persistent link: https://www.econbiz.de/10012312339

How market sentiment drives forecasts of stock returns

Frydman, Roman; Mangee, Nicholas; Stillwagon, Josh - In: The journal of behavioral finance : a publication of … 22 (2021) 4, pp. 351-367

Persistent link: https://www.econbiz.de/10012649939

Structural changes in the duration of bull markets and business cycle dynamics

Cruz, João; Nicolau, João; Rodrigues, Paulo M. M. - In: Asia Pacific financial markets 28 (2021) 3, pp. 333-352

Persistent link: https://www.econbiz.de/10012599789