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The sum of all FEARS investor sentiment and asset prices

Da, Zhi; Engelberg, Joseph; Gao, Pengjie - In: The review of financial studies 28 (2015) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10011289301

The Sum of All FEARS : Investor Sentiment and Asset Prices

Da, Zhi - 2013

We use the daily internet search volume from millions of households to reveal market-level sentiment. By aggregating the volume of queries related to household concerns (e.g. "recession", "unemployment" and "bankruptcy"), we construct a Financial and Economic Attitudes Revealed by Search (FEARS)...

Persistent link: https://www.econbiz.de/10013095417

Forecasting daily returns : a comparison of neural networks with parametric regression analysis

Angelidis, Dimitrios; Lyroudi, Katerina; Koulakiotis, … - In: International business and economics research journal 5 (2006) 1, pp. 75-81

Persistent link: https://www.econbiz.de/10003319576

A chaos analysis for Greek and Turkish equity markets

Ozun, Alper; Hanias, Mike P.; Curtis, Panayiotis G. - In: EuroMed journal of business 5 (2010) 1, pp. 101-118

Persistent link: https://www.econbiz.de/10003984692

Sources of contrarian profits and return predictability in emerging markets

Galariotis, Emilios C. - In: Applied financial economics 14 (2004) 14, pp. 1027-1034

Persistent link: https://www.econbiz.de/10002377758

Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model

Drakos, Anastassios A.; Kouretas, Georgios P.; … - In: International journal of finance & economics : IJFE 15 (2010) 4, pp. 331-350

Persistent link: https://www.econbiz.de/10008811307

Does the relationship between small and large portfolios' returns confirm the lead-lag effect? Evidence from the Athens Stock Exchange

Drakos, Anastassios A. - In: Research in international business and finance 36 (2016), pp. 546-561

Persistent link: https://www.econbiz.de/10011594584

On the predictive power of CAPE or Shiller's PE ratio : the case of the Greek stock market

Kenourgios, Dimitrios; Papathanasiou, Spyros; Bampili, … - In: Operational research : an international journal 22 (2022) 4, pp. 3747-3766

Persistent link: https://www.econbiz.de/10013445513

Informed intermediation of longevity exposures

Blake, David; Biffis, Enrico - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 559-584

Persistent link: https://www.econbiz.de/10010127213

The new life market

Blake, David; Cairns, Andrew; Coughlan, Guy D.; Dowd, Kevin - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 501-557

Persistent link: https://www.econbiz.de/10010127214

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