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Can managers forecast aggregate market returns?
Butler, Alexander W.; Grullon, Gustavo; Weston, James P. - In: The journal of finance : the journal of the American … 60 (2005) 2, pp. 963-986
Persistent link: https://www.econbiz.de/10002730724
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Monetary-Based Asset Pricing : A Mixed-Frequency Structural Approach
Bianchi, Francesco; Ludvigson, Sydney C.; Ma, Sai - National Bureau of Economic Research - 2022
We integrate a high-frequency monetary event study into a mixed-frequency macro-finance model and structural estimation …. The model and estimation allow for jumps at Fed announcements in investor beliefs, providing granular detail on why … financial market risk. However, the structural estimation also finds that much of the causal impact of monetary policy on …
Persistent link: https://www.econbiz.de/10013210100
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Monetary-based asset pricing : a mixed-frequency structural approach
Bianchi, Francesco; Ludvigson, Sydney C.; Ma, Sai - 2022
Persistent link: https://www.econbiz.de/10013271513
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Forecasting Debt Paydown Among Leveraged Equities : Analysis of US Stocks from 1964-2012
Chingono, Brian - 2016
Using a random sample of 60% of our cross-sectional data on U.S. stocks from 1964 to 2012, we trained four machine learning algorithms to forecast debt paydown over a one-year horizon. An evaluation of these candidate models on half of the hold-out sample (20% of the original dataset) showed...
Persistent link: https://www.econbiz.de/10012992854
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Essays on empirical asset pricing
Koehl, Alexandra Aurelia - 2019
Persistent link: https://www.econbiz.de/10012138121
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A quantitative analysis of distortions in managerial forecasts
Ropele, Tiziano; Ma, Yueran; Sraer, David; Thesmar, David - 2020
Persistent link: https://www.econbiz.de/10012609839
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Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models
Dunis, Christian; Laws, Jason; Middleton, Peter W.; … - In: The European journal of finance 21 (2015) 4/6, pp. 352-375
Persistent link: https://www.econbiz.de/10010528977
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Historische versus fundamentale Betafaktoren : theoretische Grundlagen und empirische Ermittlungsverfahren
Becker, Thomas - 2000
Persistent link: https://www.econbiz.de/10001526729
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Effiziente Prognose von Ausfallrisiken
Maurer, Alina - 2012
Persistent link: https://www.econbiz.de/10009771363
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Board characteristics and earnings forecasts accuracy in IPO prospectuses
Sosnowski, Tomasz; Wawryszuk-Misztal, Anna - In: International journal of management and economics 55 (2019) 1, pp. 25-39
Using a sample of 104 companies that conducted initial public offering (IPO) on the Warsaw Stock Exchange between 2006 and 2016, we investigated the relationship between the accuracy and bias of the earnings forecast disclosed in the IPO prospectus and the firm corporate governance attributes....
Persistent link: https://www.econbiz.de/10012116051