Showing 1 - 10 of 1,760
In this note, we study of the impact of sell side analyst recommendations and their revisions on prices. We show that the speed at which their information is incorporated into prices has increased in the last decades. This makes systematic strategies taking advantage of recommendation barely...
Persistent link: https://www.econbiz.de/10013308004
meet. It examines the relation between the strength of the management revenue forecast argument and three outcomes, 1) ex … post forecast accuracy, 2) the incidence of analyst revisions, and 3) the rate of convergence in analyst estimates …. Forecast arguments are deemed strong if the forecast claim and the supporting data are comparatively precise. Using a sample of …
Persistent link: https://www.econbiz.de/10012850032
Persistent link: https://www.econbiz.de/10011458958
Persistent link: https://www.econbiz.de/10002444610
Persistent link: https://www.econbiz.de/10013373275
This paper extends the output growth model tested by Levine and Zervos (1998) by including a channel for capital allocation efficiency proxied by stock price informativeness. Using a sample of 59 countries, this study finds that stock price informativeness as measured by firm-specific return...
Persistent link: https://www.econbiz.de/10013088911
This paper extends the output growth model tested by Levine and Zervos (1998) by including a channel for capital allocation efficiency proxied by stock price informativeness. Using a sample of 59 countries, this study finds that stock price informativeness as measured by firm-specific return...
Persistent link: https://www.econbiz.de/10013090426
This research paper aim to examine the profitability of various kinds of oscillator used in technical analysis on market index of NSE (National Stock Exchange) S&P CNX NIFTY 50 during 2004-2014. We have selected the most commonly used three oscillators i.e., Stochastic oscillator, RSI Oscillator...
Persistent link: https://www.econbiz.de/10013010826
This study includes the description of indicators which can be used for technical analysis of Indian market Nifty stocks. The indicators which have been used in this study are Moving Averages, Moving Averages cross rules and Moving Averages Convergence/Divergence. Later this study also includes...
Persistent link: https://www.econbiz.de/10013025199
We develop a technique of parameter averaging and Markovian projection on a quadratic volatility model based on a term-by-term matching of the asymptotic expansions of option prices in volatilities. In doing so, we revisit the procedure of asymptotic expansion and show that the use of the...
Persistent link: https://www.econbiz.de/10013158815