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Outlier time-series models and analysts' forecasting of GNP and corporate earnings per share

Guerard, John Baynard (contributor) - In: Applied financial economics 5 (1995) 2, pp. 113-119

Persistent link: https://www.econbiz.de/10001181317

Time-series implications of aggregate dividend behavior

Lee, Bong-soo - In: The review of financial studies 9 (1996) 2, pp. 589-618

Persistent link: https://www.econbiz.de/10001202790

Reconsidering the investment-profit nexus in finance-led economies : an ARDL-based approach

Treeck, Till van - 2007

been declining while profit rates have shown a tendency to rise. We concentrate on one potential explanation of this … phenomenon which is particularly relevant for the USA and relies on the hypothesis of a high propensity to consume out of capital … income. We also give an alternative explanation of the so-called "New Economy boom" in the USA at the end of the 1990s. …

Persistent link: https://www.econbiz.de/10003771254

Revisiting profit persistence and the stock market in Japan

Tsoulfidis, Lefteris; Alexiou, Constantinos; … - In: Structural change and economic dynamics : SC+ED 33 (2015), pp. 10-24

Persistent link: https://www.econbiz.de/10011563961

Real-Time Profitability of Published Anomalies : An Out-of-Sample Test

Huang, Jing-Zhi - 2014

Empirical evidence on the out-of-sample performance of asset-pricing anomalies is mixed so far and arguably is often subject to data-snooping bias. This paper proposes a method that can significantly reduce this bias. Specifically, we consider a long-only strategy that involves only published...

Persistent link: https://www.econbiz.de/10013070191