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Model specification and forecasting foreign exchange rates with Vector autoregressions
Joseph, Nathan Lael - In: Journal of forecasting 20 (2001) 7, pp. 451-484
Persistent link: https://www.econbiz.de/10001626330
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Cointegration, error-correction models, and forecasting using realigned foreign exchange rates
Joseph, Nathan Lael - In: Journal of forecasting 14 (1995) 6, pp. 499-522
Persistent link: https://www.econbiz.de/10001191616
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Using non-parametric search algorithm to forecast daily excess stock returns
Joseph, Nathan Lael; Brée, David S.; Kalyvas, Efstathios - In: Applications of artificial intelligence in finance and …, (pp. 93-125). 2004
Persistent link: https://www.econbiz.de/10002797260
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Investor sentiment and the cross-section of stock returns : new theory and evidence
Ding, Wenjie; Mazouz, Khelifa; Wang, Qingwei - In: Review of quantitative finance and accounting 53 (2019) 2, pp. 493-525
Persistent link: https://www.econbiz.de/10012225936
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Why do firm fundamentals predict returns? : evidence from short selling activity
Mazouz, Khelifa; Wu, Yuliang - In: International review of financial analysis 79 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013349934
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Technical analysis as a sentiment barometer and the cross-section of stock returns
Ding, Wenjie; Mazouz, Khelifa; Ap Gwilym, Owain; Wang, … - In: Quantitative finance 23 (2023) 11, pp. 1617-1636
Persistent link: https://www.econbiz.de/10014419182
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Predicting returns in US financial sector indices
Joseph, Nathan Lael - In: International journal of forecasting 19 (2003) 3, pp. 351-367
Persistent link: https://www.econbiz.de/10001793005