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Seasonal Effects in the Turkish Stock Market
Erdogan, Alper - 2014
We test for seasonality in returns of various industry indices in the Istanbul Stock Exchange. The residual returns for all the industry indices in the Turkish stock market are computed and analyzed using the CAPM model. The empirical evidence based on monthly return data from MATRİKS points...
Persistent link: https://www.econbiz.de/10013066112
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Analyst forecasts during the COVID-19 pandemic : evidence from REITs
Anglin, Paul M.; Cui, Jianxin; Gao, Yanmin; Zhang, Li - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-23
better understand how financial analysts forecast earnings. We focus on forecasts for Real Estate Investment Trusts (REITs … regression analysis finds that the severity of the pandemic increases analysts' forecast error and dispersion. Government … forecast error rises by more, for REITs, when focusing on Hospitality and Industrial properties, and dispersion rises by more …
Persistent link: https://www.econbiz.de/10012628786
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A cross-sectional machine learning approach for hedge fund return prediction and selection
Wu, Wenbo; Chen, Jiaqi; Yang, Zhibin; Tindall, Michael L. - In: Management science : journal of the Institute for … 67 (2021) 7, pp. 4577-4601
Persistent link: https://www.econbiz.de/10012624639
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Allocating and forecasting changes in risk
Gaigall, Daniel - In: Journal of risk 25 (2023) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
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Allocating and forecasting changes in risk
Gaigall, Daniel - In: Journal of risk : JOR 25 (2023) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10014487054
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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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On the predictability of common stock returns : world-wide evidence
Hawawini, Gabriel A.; Keim, Donald B. - 1993
Persistent link: https://www.econbiz.de/10000897043
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The economic significance of predictable stock returns and stock volatility : evidence from the Swedish stock market
Frennberg, Per - 1994
Persistent link: https://www.econbiz.de/10000881668
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Rational expectations and security analysts' earnings forecasts
Ackert, Lucy F.; Hunter, William Curt - 1992
Persistent link: https://www.econbiz.de/10000935912
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Earnings forecasts and the predictability of stock returns : evidence from trading the S & P
Lander, Joel - 1997
Persistent link: https://www.econbiz.de/10000956693