Similar Search Results

Revisiting the bull and bear markets notions in the Tunisian stock market : new evidence from multi-state duration-dependence Markov-switching models

Bejaoui, Azza; Karaa, Adel - In: Economic modelling 59 (2016), pp. 529-545

Persistent link: https://www.econbiz.de/10011647922

Can we consistently forecast a firm's earnings? : using combination forecast methods to predict the EPS of Dow firms

Bansal, Naresh K.; Strauss, Jack; Nasseh, Alireza - In: Journal of economics and finance 39 (2015) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10011326134

Learning about financial market integration from principal components analysis : measuring economic integration

Volosovych, Vadym - In: CESifo economic studies : CESifo, a joint initiative of … 59 (2013) 2, pp. 360-391

Using principal components analysis, I examine capital market integration of 15 industrialized economies from 1875 to 2009. The methodology accounts for several dimensions of integration (markets comovement and segmentation) and delivers more credible conclusions concerning the patterns of...

Persistent link: https://www.econbiz.de/10009785581

Portfolio selection in a data-rich environment

Bouaddi, Mohammed; Taamouti, Abderrahim - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2943-2962

Persistent link: https://www.econbiz.de/10010348093

Stock return predictability and market integration : the role of global and local information

McMillan, David G. - In: Cogent economics & finance 4 (2016) 1, pp. 1-18

This paper examines the predictability of a range of international stock markets where we allow the presence of both local and global predictive factors. Recent research has argued that US returns have predictive power for international stock returns. We expand this line of research, following...

Persistent link: https://www.econbiz.de/10011487829

On the factor structure of bond returns

Crump, Richard K.; Gospodinov, Nikolaj - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 1, pp. 295-314

Persistent link: https://www.econbiz.de/10012821679

Augmented factor models with applications to validating market risk factors and forecasting bond risk premia

Fan, Jianqing; Ke, Yuan; Liao, Yuan - In: Journal of econometrics 222 (2021) 1,2, pp. 269-294

Persistent link: https://www.econbiz.de/10012619418

Market returns and risk factors for the emerging economies

Talukdar, Bakhtear; Parhizgari, Ali M. - In: Applied economics 52 (2020) 48, pp. 5230-5243

Persistent link: https://www.econbiz.de/10012307212

Equity factor predictability

Carl, Ulrich - In: Essays in equity portfolio management, (pp. 1-47). 2016

Alle Kapitel dieser Doktorarbeit beleuchten das Thema Aktienfaktoren, allerdings aus unterschiedlichen Perspektiven. Das zentrale Ziel ist es, zum Verständnis von einigen der ältesten und anerkanntesten Aktienfaktoren beizutragen. Das erste Kapitel geht über die Vorhersagbarkeit von...

Persistent link: https://www.econbiz.de/10011575893

Common information in carry trade risk factors

Byrne, Joseph P.; Ibrahim, Boulis Maher; Sakemoto, Ryuta - In: Journal of international financial markets, … 52 (2018), pp. 37-47

Persistent link: https://www.econbiz.de/10011986186