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Multi-market trading, price delay, and return predictability

Xia, Chuanxin; Yang, Nien-Tzu; Lin, Chaonan; Ko, Kuan-Cheng - In: Finance research letters 40 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012819821

Country risk and expected returns across global equity markets

Zaremba, Adam - In: Finance a úvěr 68 (2018) 4, pp. 374-398

Persistent link: https://www.econbiz.de/10011919795

The ADR shadow exchange rate as an early warning indicator for currency crises

Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - In: Journal of banking & finance 33 (2009) 11, pp. 1983-1995

Persistent link: https://www.econbiz.de/10003892163

Currency crisis prediction using ADR market data : an options-based approach

Maltritz, Dominik; Eichler, Stefan - In: International journal of forecasting 26 (2010) 4, pp. 858-884

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The effect of changing the listing level on the information environment of ADRs

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Using Random Forests and Logistic Regression for Performance Prediction of Latin American ADRS and Banks

Creamer, Germán G. - 2013

In the paper, random forests and logistic regressions' support of financial analysis functions' predictive tool to forecast corporate performance and rank accounting and corporate variables according to their impact on performance is demonstrated. Ten-fold cross-validation experiments are...

Persistent link: https://www.econbiz.de/10013095715