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Understanding spurious regression in financial economics
Deng, Ai - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 122-150
Persistent link: https://www.econbiz.de/10010233602
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Semiparametric structure guided by prior knowledge with applications in economics
Scholz, Michael - 2011
by directly applying economic theory or by examining simple parametric models to identify the coarse features of the … example, the curse of dimensionality can be circumvented, the estimation accuracy on boundaries can be improved, or the bias …
Persistent link: https://www.econbiz.de/10010238701
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Analysts' forecast dispersion and stock market anomalies : The role of forecast bias
Liu, Tingting - 2020
We show that understanding the role of analysts' forecast bias is central to discovering the behavior that causes some … dispersion contribute significantly to many important anomalies. We first explain how forecast bias produces significant negative …
Persistent link: https://www.econbiz.de/10012853676
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Investment styles and the multiple testing of cross-sectional stock return predictability
Vincent, Kendro; Hsu, Yu-Chin; Lin, Hsiou-Wei - In: Journal of financial markets 56 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013282501
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On the forecastability of financial markets
Zwergel, Bernhard - 2009
Persistent link: https://www.econbiz.de/10009126199
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Biased information weight processing in stock markets
Mohrschladt, Hannes; Langer, Thomas - In: Journal of empirical finance 57 (2020), pp. 89-106
Persistent link: https://www.econbiz.de/10012430443
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Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia; Copeland, Laurence S. - In: The European journal of finance 29 (2023) 5, pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
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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
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Sticky stock market analysts
Filiz, Ibrahim; Judek, Jan René; Lorenz, Marco; … - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-27
Technological progress in recent years has made new methods available for making forecasts in a variety of areas. We examine the success of ex-ante stock market forecasts of three major stock market indices, i.e., the German Stock Market Index (DAX), the Dow Jones Industrial Index (DJI), and the...
Persistent link: https://www.econbiz.de/10012799168
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Do record earnings affect market reactions to earnings news?
Jang, Juwon; Lee, Eunju - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1259-1287
Persistent link: https://www.econbiz.de/10012549786