Showing 1 - 10 of 17,090
We provide data and code that successfully reproduces nearly all cross-sectional stock return predictors. Unlike most metastudies, we carefully examine the original papers to determine whether our predictability tests should produce t-stats above 1.96. For the 180 predictors that were clearly...
Persistent link: https://www.econbiz.de/10012833630
We provide data and code that successfully reproduces nearly all crosssectional stock return predictors. Our 319 characteristics draw from previous meta-studies, but we differ by comparing our t-stats to the original papers' results. For the 161 characteristics that were clearly significant in...
Persistent link: https://www.econbiz.de/10014351831
We provide data and code that successfully reproduces nearly all crosssectional stock return predictors. Unlike most metastudies, we carefully examine the original papers to determine whether our predictability tests should produce t-stats above 1.96. For the 180 predictors that were clearly...
Persistent link: https://www.econbiz.de/10012224199
Persistent link: https://www.econbiz.de/10001717267
Mit der Etablierung von Wahlbörsen zur Prognose späterer Wahlergebnisse entstand eine Vielzahl von Anwendungsfeldern für virtuelle Informationsbörsen als neues Instrument der Marktforschung. Die besonders betonte prognostische Qualität des Verfahrens und die entgegengebrachte...
Persistent link: https://www.econbiz.de/10002440099
The focus of this paper is on nowcasting and forecasting quarterly private consumption. The selection of real-time, monthly indicators focuses on standard (“hard”/“soft” indicators) and less-standard variables. Among the latter group we analyze: i) proxy indicators of economic and policy...
Persistent link: https://www.econbiz.de/10012906689
The Google Insights data are a collection of recorded Internet searches for a huge number of the keywords, which are … available since January 2004. These searches represent a kind of revealed perceptions of Internet users, which are a (possibly …
Persistent link: https://www.econbiz.de/10013116643
This Internet appendix elaborates on the motivation for the Galton procedure and reportsadditional empirical results to …
Persistent link: https://www.econbiz.de/10012896157
Persistent link: https://www.econbiz.de/10013261996
This report explores using web based information, together with big data in macroeconomic forecasting. Exploiting rich information sets has been shown to deliver significant gains in nowcasting and forecasting contexts, whereas indicators constructed using web data can lead to better nowcasts in...
Persistent link: https://www.econbiz.de/10015296680