Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10009681055
Persistent link: https://www.econbiz.de/10001716116
Persistent link: https://www.econbiz.de/10012009615
Persistent link: https://www.econbiz.de/10012317498
This study shows that (1) Australian analysts are optimistic in their forecasts and underreact to new information, (2) the continuous disclosure (CD) regime has a negative impact on forecast optimism and dispersion, (3) analyst forecast bias is associated with certain firm characteristics, (4)...
Persistent link: https://www.econbiz.de/10013145311
This paper examines the contagion effects of the U.S. subprime crisis on international stock markets using a DCC-GARCH model on 38 country data. We find evidence of financial contagion not only in emerging markets but also in developed markets during the U.S. subprime crisis. We also find...
Persistent link: https://www.econbiz.de/10013149007
Key Features:This book covers the essence of wavelet analysis - such as the maximum overlap discrete wavelet transform, wavelet correlation, and variance - in a unified manner. It covers important topics in finance, such as portfolio asset allocation, asset pricing, hedging strategies, new risk...
Persistent link: https://www.econbiz.de/10012687027