Similar Search Results

Market psychology and aggregate stock returns : evidence from Australian consumer sentiment

Lin, Chien-ting; Ho, Chia-cheng; Hsieh, Hisn-jung - In: Review of applied economics 5 (2009) 1/2, pp. 67-81

Persistent link: https://www.econbiz.de/10003933729

Higher moments and beta asymmetry : evidence from Australia

Doan, Minh-Phuong; Lin, Chien-ting; Chng, Michael - In: Accounting and finance : journal of the Accounting … 54 (2014) 3, pp. 779-807

Persistent link: https://www.econbiz.de/10011348087

On the robustness of higher-moment factors in explaining average expected returns : evidence from Australia

Doan, Minh-Phuong; Lin, Chien-ting - In: Research in international business and finance 26 (2012) 1, pp. 67-78

Persistent link: https://www.econbiz.de/10009384360

Another look at the size and book-to-market effects on stock returns

Lin, Chien-ting (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001585764

Market psychology and aggregate stock returns : evidence from Australian consumer sentiment

Lin, Chien-ting; Ho, Chia-Cheng; Hsieh, Hisn-Jung - In: Review of applied economics 12 (2016) 1/2, pp. 67-81

Persistent link: https://www.econbiz.de/10011672505

Equity and fixed income markets as drivers of securitised real estate

Cheong, Chee Seng; Gerlach, Richard; Stevenson, Simon; … - In: Review of financial economics : RFE 18 (2009) 2, pp. 103-111

Persistent link: https://www.econbiz.de/10003901003

Return performance volatility and adaptation in an automated technical analysis approach to portfolio management

Ghandar, Adam; Michalewicz, Zbigniew; Zurbruegg, Ralf - In: Intelligent systems in accounting finance and … 16 (2009) 1/2, pp. 127-146

Persistent link: https://www.econbiz.de/10003876092

Can security analyst forecasts predict gold returns?

Mihaylov, George; Cheong, Chee Seng; Zurbruegg, Ralf - In: International review of financial analysis 41 (2015), pp. 237-246

Persistent link: https://www.econbiz.de/10011508653

Pacific Rim futures markets and their intertemporal relationships

Fong, Kingsley; Zurbruegg, Ralf - In: Advances in Pacific Basin financial markets 6 (2000), pp. 197-220

Persistent link: https://www.econbiz.de/10001487782

Using Cashflow and Value Spreads to Forecast Long/Short Factor Returns

Dai, Yiqing - 2018

We show the value of adding cashflow spreads to value spreads to forecast long/short factor returns. These spreads, namely the profitability and investment spreads, have significant forecasting power for a number of factors. Including cashflow spreads also increases the predictive power of the...

Persistent link: https://www.econbiz.de/10012909530