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A forecast evaluation of expected equity return measures
Chin, Michael; Polk, Christopher - 2015
Persistent link: https://www.econbiz.de/10010497568
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Earnings belief risk and the cross-section of stock returns
Gibson Brandon, Rajana; Wang, Songtao - In: Review of finance : journal of the European Finance … 24 (2020) 5, pp. 1107-1158
Persistent link: https://www.econbiz.de/10012403814
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Implications of Analysts’ Consensus Forecast Error for Measurement of Market Expectation and Predictability of Stock Returns
Kim, Jung Hoon - 2012
based on the absolute analysts' consensus forecast errors and determinants. The findings of this study indicate that …
Persistent link: https://www.econbiz.de/10013102171
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Regime shifts in price-dividend ratios and expected stock returns : a present-value approach
Choi, Kwang Hun; Kim, Chang-jin; Park, Cheolbeom - In: Journal of money, credit and banking : JMCB 49 (2017) 2/3, pp. 417-441
Persistent link: https://www.econbiz.de/10011708028
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Mechanical earnings forecasts and characteristic-based models for expected stock returns
Meuter, Martin - In: Three essays on the performance of earnings forecasts …, (pp. 38-67). 2018
Persistent link: https://www.econbiz.de/10011887237
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House prices, expectations, and time-varying fundamentals
Gelain, Paolo; Lansing, Kevin J. - In: Journal of empirical finance 29 (2014), pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
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Heteroeneous forecasters and nonlinear expectation formation in US stock market
Pierdzioch, Christian; Reitz, Stefan; Ruelke, Jan-Christoph - 2015
We use a Panel Smooth Transition Regression (STR) model to study nonlinearities in the expectationformation process in the US stock market. To this end, we use data from the Livingston survey to investigate how the importance of regressive and extrapolative expectations fluctuates over time as...
Persistent link: https://www.econbiz.de/10010479018
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Using dividend discount models to estimate expected returns
Cornell, Bradford - In: The journal of investing 24 (2015) 1, pp. 48-51
Persistent link: https://www.econbiz.de/10011413770
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Parametric and nonparametric estimation of conditional return expectations
Drobetz, Wolfgang; Hoechle, Daniel - In: Risk management : challenge and opportunity ; with 125 …, (pp. 169-196). 2005
Persistent link: https://www.econbiz.de/10002447562
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Excess stock returns and news : evidence from European markets
Malliaropulos, Dimitrios - In: European financial management : the journal of the … 4 (1998) 1, pp. 29-46
Persistent link: https://www.econbiz.de/10001244084