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Are analysts really optimistic in their stock recommendations? : the case of the Polish capital market

Brycz, Bogumiła; Dudycz, Tadeusz; Włodarczyk, Katarzyna - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 13, pp. 3649-3676

Persistent link: https://www.econbiz.de/10012623459

The contested significance of financial expertise in predicting short- and long-term risk and return on the stock market

Jansson, Magnus - In: The journal of prediction markets 13 (2019) 2, pp. 15-31

Persistent link: https://www.econbiz.de/10012607614

The impact of investor sentiment on direction of stock price changes : evidence from the Polish stock market

Polak, Kamil - In: Journal of banking and financial economics 2 (2021) 16, pp. 72-90

The purpose of this research is to examine the impact of sentiment derived from news headlines on the direction of stock price changes. The study examines stocks listed on the WIG-banking sub-sector index on the Warsaw Stock Exchange. Two types of data were used: textual and market data. The...

Persistent link: https://www.econbiz.de/10012887921

Can financial uncertainty forecast aggregate stock market returns?

Henry, Ólan Thomas John; Kerestecioglu, Semih; Pybis, Sam - In: Financial markets, institutions & instruments 33 (2024) 2, pp. 91-111

Persistent link: https://www.econbiz.de/10014532257

Covariance Forecasting in Equity Markets

Symitsi, Efthymia - 2018

crisis, or, if a different forecast horizon, or, intraday sampling frequency is employed, respectively. Finally, our evidence …

Persistent link: https://www.econbiz.de/10012915984

Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning

Gupta, Rangan; Nel, Jacobus; Pierdzioch, Christian - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 111-122

Persistent link: https://www.econbiz.de/10013547864

Does capital market reaction to non-economic factors generate abnormal returns?

Jatmiko, Dadang Prasetyo; Manahov, Viktor; Obiosa, Nnamdi - In: Investment management and financial innovations 11 (2014) 4, pp. 66-76

Persistent link: https://www.econbiz.de/10010514106

Exchange rates, bond yields and the stock market : nonlinear evidence of Indonesia during the COVID-19 period

Prananta, Billy; Alexiou, Constantinos - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 83-99

Purpose - The authors explore the relationship between the exchange rate, bond yield and the stock market as well as the effect of capital market dynamics on the exchange rate before and during the COVID-19 pandemic. Design/methodology/approach - The authors employ a non-linear autoregressive...

Persistent link: https://www.econbiz.de/10014497076

FinBERT and LSTM-based novel model for stock price prediction using technical indicators and financial news

Bathla, Gourav - In: International journal of economics and business … 28 (2024) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10015063313

How informative are the unpredictable components of earnings forecasts?

Bruijn, Bert de; Franses, Philip Hans - 2015

earnings forecasters, we see that small adjustments to the model forecasts lead to more forecast accuracy. Based on past track …

Persistent link: https://www.econbiz.de/10010490078

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