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Can analysts really forecast? : evidence from the Karachi stock exchange
Jamil, Haris Bin; Aurakzai, Aisha Ghazi; Subayyal, Muhammad - In: The Lahore journal of economics 19 (2014) 1, pp. 91-109
Persistent link: https://www.econbiz.de/10010391824
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The new finance : overreaction, complexity, and uniqueness
Haugen, Robert A. - 2004 - 3. ed.
Persistent link: https://www.econbiz.de/10001786555
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Political stock markets and unreliable polls
Bohm, Peter; Sonnegård, Joakim - In: The Scandinavian journal of economics 101 (1999) 2, pp. 205-222
Persistent link: https://www.econbiz.de/10001400068
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The impact of seasonal affective disorder on financial analysts
Lo, Kin; Wu, Serena Shuo - In: The accounting review : a publication of the American … 93 (2018) 4, pp. 309-333
Persistent link: https://www.econbiz.de/10011906629
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The role of financial analysts in stock market efficiency with respect to annual earnings and its cash and accrual components
Hollie, Dana; Shane, Philip B.; Zhao, Qiuhong - In: Accounting and finance : journal of the Accounting … 57 (2017) 1, pp. 199-237
Persistent link: https://www.econbiz.de/10011713516
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On the predictive power of CAPE or Shiller's PE ratio : the case of the Greek stock market
Kenourgios, Dimitrios; Papathanasiou, Spyros; Bampili, … - In: Operational research : an international journal 22 (2022) 4, pp. 3747-3766
Persistent link: https://www.econbiz.de/10013445513
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A prospect-theoretical interpretation of momentum returns
Menkhoff, Lukas (contributor); Schmeling, Maik (contributor) - 2006
The puzzling evidence of seemingly high momentum returns is related to an understanding of risk as a simple covariance. If we consider, however, risk in higher-order statistical moments, momentum returns appear less advantageous. Thus, a prospect-theoretical assessment of US stock momentum...
Persistent link: https://www.econbiz.de/10003319894
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Are US stock index returns predictable? : evidence from automatic autocorrelation-based tests
Lim, Kian-Ping; Luo, Weiwei; Kim, Jae H. - In: Applied economics 45 (2013) 7/9, pp. 953-962
Persistent link: https://www.econbiz.de/10009718484
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Financial statement information and the prediction of stock returns in a small captial market : the case of Belgium
Van Caneghem, Tom; Van Campenhout, Geert; Van … - In: Brussels economic review 45 (2002) 3, pp. 65-90
Persistent link: https://www.econbiz.de/10001747874
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Are short-horizon equity returns predictable? : Evidence from large and frequently traded Italian stocks
Siciliano, Giovanni - In: Giornale degli economisti e annali di economia 58 (1999) 2, pp. 241-267 = Vol. 112
Persistent link: https://www.econbiz.de/10001755109