Narrow search
Showing 1 - 10 of 4,982
Cover Image
Preferences for maximum daily returns
Baars, Maren; Mohrschladt, Hannes - In: Journal of economic behavior & organization 220 (2024), pp. 343-353
Persistent link: https://www.econbiz.de/10014552906
Cover Image
Return time leniency in online retail : a signaling theory perspective on buying outcomes
Rao, Shashank; Lee, Kang Bok; Connelly, Brian; Iyengar, … - In: Decision sciences : DS 49 (2018) 2, pp. 275-305
Persistent link: https://www.econbiz.de/10011883547
Cover Image
Forecasting Dynamic Return Distributions Based on Ordered Binary Choice
Anatolyev, Stanislav - 2019
We present a simple approach to forecasting conditional probability distributions of asset returns. We work with a parsimonious specification of ordered binary choice regression that imposes a connection on sign predictability across different quantiles. The model forecasts the future...
Persistent link: https://www.econbiz.de/10012900637
Cover Image
Forecasting dynamic return distributions based on ordered binary choice
Anatolyev, Stanislav; Baruník, Jozef - In: International journal of forecasting 35 (2019) 3, pp. 823-835
Persistent link: https://www.econbiz.de/10012305181
Cover Image
Why does financial strength forecast stock returns? : evidence from subsequent demand by institutional investors
Choi, Nicole Y.; Sias, Richard W. - In: The review of financial studies 25 (2012) 5, pp. 1550-1587
Persistent link: https://www.econbiz.de/10009536411
Cover Image
Shorting Demand and Predictability of Returns
Cohen, Lauren - 2016
demand shifts offer a better view of the information incorporated in the securities lending market, and shorting demand …
Persistent link: https://www.econbiz.de/10013008889
Cover Image
Shorting demand and predictability of returns
Cohen, Lauren; Diether, Karl B.; Malloy, Christopher - In: Journal of investment management : JOIM 7 (2009) 1, pp. 36-52
Persistent link: https://www.econbiz.de/10003845552
Cover Image
Local demand shocks, excess comovement and return predictability
Broman, Markus S. - In: Journal of banking & finance 119 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012521271
Cover Image
Robust portfolio choice with ambiguity and learning about return predictability
Branger, Nicole; Larsen, Linda Sandris; Munk, Claus - In: Journal of banking & finance 37 (2013) 5, pp. 1397-1411
Persistent link: https://www.econbiz.de/10009729098
Cover Image
Equity return predictability, time varying volatility and learning about the permanence of shocks
Tortorice, Daniel L. - 2014
Persistent link: https://www.econbiz.de/10010505317