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Shorting demand and predictability of returns

Cohen, Lauren; Diether, Karl B.; Malloy, Christopher - In: Journal of investment management : JOIM 7 (2009) 1, pp. 36-52

Persistent link: https://www.econbiz.de/10003845552

Shorting Demand and Predictability of Returns

Cohen, Lauren - 2016

demand shifts offer a better view of the information incorporated in the securities lending market, and shorting demand …

Persistent link: https://www.econbiz.de/10013008889

At the movies : some stylized facts on investment returns and consumption patterns

Hon, Lee Yoong; Yen, Ruth Lim Sheau - In: International journal of business and economics 17 (2018) 2, pp. 123-142

Persistent link: https://www.econbiz.de/10011997090

Modelling heavy tails and skewness in film returns

Walls, W. David - In: Applied financial economics 15 (2005) 17, pp. 1181-1188

Persistent link: https://www.econbiz.de/10003228768

Robust analysis of movie earnings

Walls, W. David - In: The journal of media economics 22 (2009) 1, pp. 20-35

Persistent link: https://www.econbiz.de/10003846203

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