Narrow search
Showing 1 - 10 of 4,948
Cover Image
Quantile aggregation and combination for stock return prediction
Jiang, Chuanliang; Maasoumi, Esfandiar; Xiao, Zhijie - In: Econometric reviews 39 (2020) 7, pp. 715-743
Persistent link: https://www.econbiz.de/10012262517
Cover Image
Industry competition and fundamental analysis
Safdar, Irfan - In: Journal of accounting literature : the official journal … 37 (2016), pp. 36-54
Persistent link: https://www.econbiz.de/10011642255
Cover Image
Competition Network and Predictable Industry Returns
Dou, Winston Wei; Wu, Wei - 2023
We document robust industry return predictability through the lens of a competition network, connecting two industries …-industry effects due to investors' limited attention and constrained information-processing capabilities. Focal industries have higher … contemporaneous and future returns when connected peer industries, through the competition network, exhibit higher stock returns. This …
Persistent link: https://www.econbiz.de/10014348634
Cover Image
The scale of predictability
Bandi, Federico M.; Perron, Bernard; Tamoni, Andrea; … - 2013 - This version: December 19, 2013
Persistent link: https://www.econbiz.de/10011813907
Cover Image
The scale of predictability
Bandi, F. M.; Perron, Benoit; Tamoni, A.; Tebaldi, C. - In: Journal of econometrics 208 (2019) 1, pp. 120-140
Persistent link: https://www.econbiz.de/10012139815
Cover Image
Aggregate profit instability and time variations in momentum returns : evidence from China
Yin, Libo; Wei, Ya - In: Pacific-Basin finance journal 60 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012232699
Cover Image
Forecasting stock returns through an efficient aggregation of mutual fund holdings
Wermers, Russ; Yao, Tong; Zhao, Jane - In: The review of financial studies 25 (2012) 12, pp. 3490-3529
Persistent link: https://www.econbiz.de/10009714159
Cover Image
Business-cycle consumption risk and asset prices
Bandi, Federico M.; Tamoni, Andrea - In: Journal of econometrics 237 (2023) 2,3, pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Cover Image
A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia; Li, Handong - In: Journal of forecasting 42 (2023) 5, pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
Cover Image
Aggregate earnings-returns relation : insights from REITs
Ali, Ijaz - In: Cogent business & management 9 (2022) 1, pp. 1-28
contemporaneous stock prices, indicating that accounting earnings carry value-relevant information. Recent studies, however, show that … be triggered by information transfer across various industrial sectors. …
Persistent link: https://www.econbiz.de/10014437246