Narrow search
Showing 1 - 10 of 4,245
Cover Image
Testing for stock return predictability in a large Chinese panel
Westerlund, Joakim; Narayan, Paresh Kumar; Zheng, Xinwei - In: Emerging markets review 24 (2015), pp. 81-100
Persistent link: https://www.econbiz.de/10011538541
Cover Image
Accuracy of European stock target prices
Almeida, Joana; Gaspar, Raquel M. - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-27
of the biggest (larger capitalisation) European stocks over a 15-year period, from 2004 to 2019, and using a panel data … consensus target prices have no predictive power over future market prices. Our panel results are robust to company fixed …
Persistent link: https://www.econbiz.de/10012628539
Cover Image
Testing overconfidence bias in Pakistani stock market
Zia, Lubna; Sindhu, Muzammal Ilyas; Hashmi, Shujahat Haider - In: Cogent economics & finance 5 (2017) 1, pp. 1-8
behavior in the stock market. The market-wide panel VAR model is used to investigate the lead–lag relationship between stock …
Persistent link: https://www.econbiz.de/10011872902
Cover Image
A random coefficient approach to the predictability of stock returns in panels
Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 605-664
Persistent link: https://www.econbiz.de/10011339261
Cover Image
Assessing financial distress and predicting stock prices of automotive sector : robustness of Altman Z-score
Sareen, Amit; Sharma, Sudhi - In: Vision : the journal of business perspective 26 (2022) 1, pp. 11-24
Persistent link: https://www.econbiz.de/10012821979
Cover Image
Rational Bias and Herding in Analysts' Recommendations
Kim, Min S. - 2011
bias and herding in their stock recommendations occur due to incentives provided by relative performance evaluation and top …
Persistent link: https://www.econbiz.de/10013134116
Cover Image
A panel analysis of the stock return-dividend yield relation : predicting returns and dividend growth
McMillan, David G.; Wohar, Mark E. - In: The Manchester School 81 (2013) 3, pp. 386-400
Persistent link: https://www.econbiz.de/10009755542
Cover Image
Dynamic quantile panel data analysis of stock returns predictability
Güloğlu, Bülent; Uyar, Sinem Güler Kangalli; Uyar, Umut - In: International journal of economics and finance 8 (2016) 2, pp. 115-126
Persistent link: https://www.econbiz.de/10011442125
Cover Image
Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151
Persistent link: https://www.econbiz.de/10011535319
Cover Image
Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972
Persistent link: https://www.econbiz.de/10010399534