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Dissecting market expectations in the cross-section of book-to-market ratios : a comment
Kelly, Bryan T.; Pruitt, Seth - In: Critical finance review 11 (2022) 2, pp. 375-381
Persistent link: https://www.econbiz.de/10013457294
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Predictability in equity markets : estimation and inference
Kiss, Tamás - 2019
Persistent link: https://www.econbiz.de/10012292152
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Development of stock market trend prediction system using multiple regression
Asghar, Muhammad Zubair; Rahman, Fazal; Kundi, Fazal Masud - In: Computational and mathematical organization theory 25 (2019) 3, pp. 271-301
Persistent link: https://www.econbiz.de/10012098937
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Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin; Luger, Richard - In: Journal of financial econometrics 19 (2021) 4, pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
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Earnings Forecasts : The Case for Combining Analysts' Estimates with a Cross-Sectional Model
Azevedo, Vitor - 2020
We propose a novel method to forecast corporate earnings, which combines the accuracy of analysts' forecasts with the … their long-term performance. Our model outperforms the most popular methods from the literature in terms of forecast …
Persistent link: https://www.econbiz.de/10012854157
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Decomposing the predictive performance of the moving average trading rule of technical analysis : the contribution of linear and non linear dependencies in stock returns
Milionis, Alexandros E.; Papanagiotou, Evangelia - 2011
Persistent link: https://www.econbiz.de/10009387932
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Decomposing the predictive performance of the moving average trading rule of technical analysis : the contribution of linear and non linear dependencies in stock returns
Milionis, Alexandros E.; Papanagiotou, Evangelia - 2022
On several occasions technical analysis rules have been shown to have predictive power. The main purpose of this work is to decompose the predictive power of the moving average trading rule and isolate the portion that could be attributed to the possible exploitation of linear and non linear...
Persistent link: https://www.econbiz.de/10013403947
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Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - In: Economics letters 116 (2012) 3, pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
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Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur; Atici, Kazim Baris - In: Journal of forecasting 41 (2022) 1, pp. 158-166
Persistent link: https://www.econbiz.de/10012796281