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Earnings expectations and the market reaction to earnings surprise
Alexander, John C. - 1991
Persistent link: https://www.econbiz.de/10000909885
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Modeling latent variables in economics and finance
Bluteau, Keven - 2019
The subject of unobservable variables encompasses this thesis. These latent (i.e., unobservable) variables must be inferred using statistical models or observable proxies. The objectives of my doctoral thesis are to develop and test new statistical models to infer these variables and link them...
Persistent link: https://www.econbiz.de/10012055679
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Predicting early data revisions to U.S. GDP and the effects of releases on equity markets
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 389-406
Persistent link: https://www.econbiz.de/10011705949
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Forecasting crash risk in U.S. bank returns : the role of credit booms
Mihai, Marius M.; Mansur, Iqbal - In: The journal of corporate finance : contracting, … 76 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013494275
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Macroeconomic uncertainty and predictability of real estate returns : the impact of asset liquidity
Nayar, Nandkumar; Price, S. McKay; Shen, Ke - In: Journal of real estate research : JRER ; a publication … 46 (2024) 1, pp. 82-113
Persistent link: https://www.econbiz.de/10014582191
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The present value model with time-varying discount rates : implications for commercial property valuation and investment decisions
Geltner, David - In: The journal of real estate finance and economics 11 (1995) 2, pp. 119-135
Persistent link: https://www.econbiz.de/10001189284
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Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
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Investor attention, psychological anchors, and stock return predictability
Li, Jun; Yu, Jianfeng - In: Journal of financial economics 104 (2012) 2, pp. 401-419
Persistent link: https://www.econbiz.de/10009621130
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Earnings surprise implicit in stock prices : which earnings forecasting models are investors using and what determines their choice?
Zolotoy, Leon - In: Journal of business finance & accounting : JBFA 39 (2012) 9/10, pp. 1161-1179
Persistent link: https://www.econbiz.de/10009713462
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Investors' reactions to analysts' forecast revisions and information uncertainty : evidence of stock price drift
Hou, Tony Chieh-tse; Hung, Weifeng; Gao, Simon S. - In: Journal of accounting, auditing & finance 29 (2014) 3, pp. 238-259
Persistent link: https://www.econbiz.de/10010383843