Similar Search Results

Measuring and testing tail dependence and contagion risk between Major stock markets

Su, Ender - In: Computational economics 50 (2017) 2, pp. 325-351

Persistent link: https://www.econbiz.de/10011762384

Superstition and financial decision making

Hirshleifer, David; Jian, Ming; Zhang, Huai - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 235-252

Persistent link: https://www.econbiz.de/10011819267

Do macro shocks matter for equities?

Dison, Will; Theodoridis, Konstantinos - 2017

Persistent link: https://www.econbiz.de/10011912881

Expected stock returns worldwide : a log-linear present-value approach

Chattopadhyay, Akash; Lyle, Matthew R.; Wang, Charley C. Y. - 2018

We provide the first large-scale study of the performance of expected-return proxies (ERPs) internationally. Analyst-forecast-based ICCs are sparsely populated and not robustly associated with future returns. Earnings-model-forecast-based ICCs are well-populated, but are unreliable outside the...

Persistent link: https://www.econbiz.de/10011931329