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Predicting stock returns with implied cost of capital : a partial least squares approach

Hoang, Khoa; Cannavan, Damien; Huang, Ronghong; Peng, … - In: Journal of financial markets 53 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013271976

Do analyst practices and broker resources affect target price accuracy? : an empirical study on sell side research in an emerging market

Sayed, Samie Ahmed - In: Journal of Asian finance, economics and business : JAFEB 1 (2014) 3, pp. 29-36

Persistent link: https://www.econbiz.de/10011687825

A partially linear approach to modeling the dynamics of spot and futures prices

Gaul, Jürgen; Theissen, Erik - In: The journal of futures markets 35 (2015) 4, pp. 371-384

Persistent link: https://www.econbiz.de/10011348414

A partially linear approach to modelling the dynamics of spot and futures prices

Gaul, Jürgen; Theissen, Erik - 2012 - This version: August 2012

This paper considers the dynamics of spot and futures prices in the presence of arbitrage. A partially linear error correction model is proposed where the adjustment coefficient is allowed to depend non-linearly on the lagged price difference. The model is estimated using data on the DAX index...

Persistent link: https://www.econbiz.de/10009750074

A partially linear approach to modelling the dynamics of spot and futures prices

Gaulke, Jürgen (contributor); Theissen, Erik (contributor) - 2008

In this paper we consider the dynamics of spot and futures prices in the presence of arbitrage. We propose a partially linear error correction model where the adjustment coefficient is allowed to depend non-linearly on the lagged price difference. We estimate our model using data on the DAX...