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Are earnings predictable?
Amini, Shahram; Singal, Vijay - In: Journal of economics and finance : JEF 44 (2020) 3, pp. 528-562
Persistent link: https://www.econbiz.de/10012239227
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Impact of the Reputation Quotient on investment performance
Krueger, Thomas M.; Wrolstad, Mark A. - In: Corporate reputation review : an international journal 19 (2016) 2, pp. 140-151
Persistent link: https://www.econbiz.de/10011552586
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Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt; Gooijer, Jan G. de - 2000
The asymmetric moving average model (asMA) is extended to allow forasymmetric quadratic conditional heteroskedasticity (asQGARCH). Theasymmetric parametrization of the conditional variance encompassesthe quadratic GARCH model of Sentana (1995). We introduce a framework fortesting asymmetries in...
Persistent link: https://www.econbiz.de/10011303289
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000147745
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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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On the predictability of stock returns : an asset-allocation perspective
Kandel, Shmuel; Stambaugh, Robert F. - 1994
Persistent link: https://www.econbiz.de/10000901541
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On the predictability of stock returns : an asset-allocation perspective
Kandel, Shmuel - 1995
Persistent link: https://www.econbiz.de/10000908932
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Maximizing predictability in the stock and bond markets
Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000909184
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Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.; Lee, Gary G. J. - 1993
Persistent link: https://www.econbiz.de/10000877958
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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