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Aggregate investment and investor sentiment
Arif, Salman; Lee, Charles M. C. - In: The review of financial studies 27 (2014) 11, pp. 3241-3279
Persistent link: https://www.econbiz.de/10010530180
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New orders and asset prices
Jones, Christopher S.; Tuzel, Selale - In: The review of financial studies 26 (2013) 1, pp. 115-157
Persistent link: https://www.econbiz.de/10009717757
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What's good for GM ...? : Using auto industry stock returns to forecast business cycles and test the Q-theory of investment
Duffee, Greg; Prowse, Stephen D. - 1996
Persistent link: https://www.econbiz.de/10000943988
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Analysts' earnings forecasts and technological conditions in the firm's investment environment
Lambert, David; Matolcsy, Zoltan; Wyatt, Anne - In: Journal of contemporary accounting & economics 11 (2015) 2, pp. 104-120
Persistent link: https://www.econbiz.de/10011350416
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Lumpy investment and expected stock returns
Im, Hyun Joong; Park, Heungju - In: Economics letters 193 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012509065
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Risk Measures and Investment Performance Prediction
Haidar, Haidar; Minsky, Bernard; Tang, Qi - 2012
This paper studies a basket of risk statistics that are widely used to measure investment performance. Those risk … that not all risk statistics should be included in the model when establishing an investment strategy. Lastly, we … constructed the investment strategy based on the prediction model using a set of independent active statistics …
Persistent link: https://www.econbiz.de/10014177190
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Do high-frequency data improve multivariate volatility forecasting for investors with different investment horizons?
Yu, Limin; Huang, Zhuo - 2022
Persistent link: https://www.econbiz.de/10015053841
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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
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Forecasting portfolio balance using return mean, standard deviation and spending
Haber, Jeffry R.; Braunstein, Andrew W. - In: International journal of financial research 7 (2016) 2, pp. 98-121
Persistent link: https://www.econbiz.de/10011572741