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Dynamic quantile panel data analysis of stock returns predictability
Güloğlu, Bülent; Uyar, Sinem Güler Kangalli; Uyar, Umut - In: International journal of economics and finance 8 (2016) 2, pp. 115-126
Persistent link: https://www.econbiz.de/10011442125
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Predictive regression : an improved augmented regression method
Kim, Jae H. - In: Journal of empirical finance 26 (2014), pp. 13-25
Persistent link: https://www.econbiz.de/10010472013
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Stock return predictability : evaluation based on interval forecasts
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Bulletin of economic research 74 (2022) 2, pp. 363-385
Persistent link: https://www.econbiz.de/10013188680
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Forecasting banks return on equity using leading economic indicators
Jurevičienė, Daiva; Rauličkis, Darius - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 21 (2020) 2, pp. 460-468
The research examines an approach to forecast return on equity using leading economic indicators for short periods in banks. ROE is one of the most important ratios for performance measurement. Its adequacy is necessary for competitiveness, attract funding in financial markets, accumulate...
Persistent link: https://www.econbiz.de/10012501916
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Decomposing the predictive power of local and global financial valuation ratios
Lawrenz, Jochen; Zorn, Josef - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 137-149
Persistent link: https://www.econbiz.de/10012035038
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Generalized financial ratios to predict the equity premium
Algaba, Andres; Boudt, Kris - In: Economic modelling 66 (2017), pp. 244-257
Persistent link: https://www.econbiz.de/10011813731
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International stock return predictability : evidence from new statistical tests
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International review of financial analysis 54 (2017), pp. 97-113
Persistent link: https://www.econbiz.de/10011878164
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Predicting the equity premium with financial ratios : a comprehensive look over a long period in Korea
Park, Dojoon; Hahn, Jaehoon; Eom, Young Ho - In: Pacific-Basin finance journal 84 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014534552
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Predicting stock returns with financial ratios : a new methodology incorporating machine learning techniques to beat the market
İltüzer, Zeynep - In: Asia-Pacific journal of accounting & economics : … 30 (2023) 3, pp. 619-632
Persistent link: https://www.econbiz.de/10014266960
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Can machine learning identify sector-level financial ratios that predict sector returns?
Kuppenheimer, Gregory; Shelly, Stuart; Strauss, Jack - In: Finance research letters 57 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014525070