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Bankruptcy prediction : application of the Taylor's expansion in logistic regression

Laitinen, Erkki K.; Laitinen, Teija - In: International review of financial analysis 9 (2000) 4, pp. 327-349

Persistent link: https://www.econbiz.de/10001545822

An application of an artificial neural network investment system to predict takeover targets

Cheh, John J.; Weinberg, Randy S.; Yook, Ken C. - In: The journal of applied business research 15 (1999) 4, pp. 33-45

Persistent link: https://www.econbiz.de/10001446421

Buy-side competition and momentum profits

Hoberg, Gerard; Kumar, Nitin; Prabhala, Nagpurnanand R. - In: The review of financial studies 35 (2022) 1, pp. 254-298

Persistent link: https://www.econbiz.de/10012799361

Forecasting the global electronics cycle with leading indicators: A Bayesian VAR approach

Chow, Hwee-kwan; Choy, Keen-Meng - In: International journal of forecasting 22 (2006) 2, pp. 301-315

Persistent link: https://www.econbiz.de/10003315664

Forecasting demand using partially accumulated data

Utley, Joanne S.; May, J. Gaylord - In: Advances in business and management forecasting 6 (2009), pp. 65-80

Persistent link: https://www.econbiz.de/10003850272

News Co-Occurrence, Attention Spillover, and Return Predictability

Guo, Li - 2018

We examine the effect of investor attention spillover on stock return predictability. Using a novel measure, the News Network Triggered Attention index (NNTA), we find that NNTA negatively predicts market returns with a monthly in(out)-of-sample R-square of 5.97% (5.80%). In the cross-section, a...

Persistent link: https://www.econbiz.de/10012934530