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South African stock return predictability in the context data mining : the role of financial variables and international stock returns

Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 29 (2012) 3, pp. 908-916

Persistent link: https://www.econbiz.de/10009545495

Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday high-frequency data in China

Tang, Zhenpeng; Lin, Qiaofeng; Cai, Yi; Chen, Kaijie; … - In: International review of financial analysis 93 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014543482

How mood affects the stock market : empirical evidence from microblogs

Sun, Yuan; Liu, Xuan; Chen, Guangyue; Hao, Yunhong; … - In: Information & management : the internat. journal of … 57 (2020) 5, pp. 1-11

Persistent link: https://www.econbiz.de/10012293406

Macroeconomic variables and South African stock return predictability

Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 30 (2013), pp. 612-622

Persistent link: https://www.econbiz.de/10009708826

Estimating the anomaly base rate

Chinco, Alex; Neuhierl, Andreas; Weber, Michael - In: Journal of financial economics 140 (2021) 1, pp. 101-126

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News and intraday jumps : evidence from regularization and class imbalance

Caporin, Massimiliano; Poli, Francesco - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-18

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International stock return predictability under model uncertainty

Schrimpf, Andreas (contributor) - 2008

This paper examines return predictability when the investor is uncertain about the right state variables. A novel feature of the model averaging approach used in this paper is to account for finite-sample bias of the coefficients in the predictive regressions. Drawing on an extensive...

Persistent link: https://www.econbiz.de/10003728591