Similar Search Results

Asymmetric loss functions and the rationality of expected stock returns

Aretz, Kevin; Bartram, Söhnke M.; Pope, Peter F. - In: International journal of forecasting 27 (2011) 2, pp. 413-437

Persistent link: https://www.econbiz.de/10009247478

Nonlinear dependence in daily stock index returns : evidence from Pacific Basin markets

Yadav, Pradeep - In: Advances in Pacific Basin financial markets 2 (1996), pp. 349-377

Persistent link: https://www.econbiz.de/10001208721

Research and development activity and expected returns in the United Kingdom

Al-Horani, A.; Pope, Peter F.; Stark, A. W. - In: European finance review : the official journal of the … 7 (2003) 1, pp. 27-46

Persistent link: https://www.econbiz.de/10001741710

Analyst ability and research effort : non-EPS forecast provision as a research quality signal

Pope, Peter F.; Wang, Tong - In: Review of accounting studies 28 (2023) 3, pp. 1263-1315

Persistent link: https://www.econbiz.de/10014383836

Simulating stock returns under switching regimes ; a new test of market efficiency

Meenagh, David; Minford, Patrick; Peel, David - 2006

Persistent link: https://www.econbiz.de/10003322804

Expected stock returns, aggregate consumption and wealth : some further empirical evidence

Ioannidis, Christos; Peel, David; Matthews, Kent - In: Journal of macroeconomics 28 (2006) 2, pp. 439-445

Persistent link: https://www.econbiz.de/10003331960

Simulating stock returns under switching regimes - a new test of market efficiency

Meenagh, David; Minford, Patrick; Peel, David - In: Economics letters 94 (2007) 2, pp. 235-239

Persistent link: https://www.econbiz.de/10003417284

Systematic positive expected returns in the UK fixed odds betting market : an analysis of the Fink Tank predictions

Buraimo, Babatunde; Peel, David; Simmons, Robert - In: International Journal of Financial Studies : open … 1 (2013) 4, pp. 168-182

We report striking evidence of semi-strong inefficiency in the UK fixed-odds football betting market using a reputable newspaper tipster which offers probabilities of match outcomes rather than simple result indicators. Betting on the Fink Tank probabilities of home wins across 10 bookmakers,...

Persistent link: https://www.econbiz.de/10010243562

Simulating stock returns under switching regimes : a new test of market efficiency

Meenagh, David (contributor); Minford, Patrick (contributor) - 2006

Persistent link: https://www.econbiz.de/10003390751

Asymmetry in the link between the Yield spread and industrial production : threshold effects and forecasting

Payá, Ivan; Venetis, Ioannis A.; Peel, David - In: Journal of forecasting 23 (2004) 5, pp. 373-384

Persistent link: https://www.econbiz.de/10002194877