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Wave Function Method to Forecast Foreign Currencies Exchange Rates at Ultra High Frequency Electronic Trading in Foreign Currencies Exchange Markets

Ledenyov, Dimitri - 2015

exchange rates dynamics in the foreign currencies exchange markets in the classic finances theory; 3) the description on the … theory; 4) the derivation of the time dependent/time independent wave equation in the quantum finances theory; 5) the …/time independent wave equation in the quantum finances theory; 6) the discussion on the developed software program with the embedded …

Persistent link: https://www.econbiz.de/10013013057

Forecast in Capital Markets

Ledenyov, Dimitri - 2016

Persistent link: https://www.econbiz.de/10012987861

Expected Returns and the Predictability of Equity Lending Fees

Andrews, Spencer - 2022

Using a novel equity lending dataset, this paper is the first to show that expected returns strongly and negatively predict future equity lending fees. In comparing two expected return measures, I find that a rational expected return has stronger predictive power of future short selling activity...

Persistent link: https://www.econbiz.de/10013491786

Behavioral Machine Learning? Computer Predictions of Corporate Earnings also Overreact

Frank, Murray Z.; Gao, Jing; Yang, Keer - 2023

There is considerable evidence that machine learning algorithms have better predictive abilities than humans in various financial settings. But, the literature has not tested whether these algorithmic predictions are more rational than human predictions. We study the predictions of corporate...

Persistent link: https://www.econbiz.de/10014351274

Textual Sentiment in Finance : A Survey of Methods and Models

Kearney, Colm - 2016

We survey the textual sentiment literature, comparing and contrasting the various information sources, content analysis methods, and empirical models that have been used to date. We summarize the important and influential findings about how textual sentiment impacts on individual, firm-level and...

Persistent link: https://www.econbiz.de/10013007694

The Informational Feedback Effect of Stock Prices on Management Forecasts

Zuo, Luo - 2016

Using management earnings forecasts over the period 1996-2010, I find that the sensitivity of forecast revisions to contemporaneous stock returns is increasing in the amount of investors' private information in prices. This effect remains after controlling for various confounds and is robust to...

Persistent link: https://www.econbiz.de/10012996999

Predicting Success in Entrepreneurial Finance Research

Yimfor, Emmanuel; Garfinkel, Jon A. - 2022

We study the relationship between buyout and venture capital (VC) funds' returns, and more typically available proxies - exits via M&A or IPO. We further explore the effects of filters on the selection of M&As and IPOs (to emphasize successes), on the relationship. We show that some of these...

Persistent link: https://www.econbiz.de/10014238326

International equity flows and the predictability of US stock returns

Hartmann, Daniel; Pierdzioch, Christian - In: Journal of forecasting 26 (2007) 8, pp. 583-599

Persistent link: https://www.econbiz.de/10003608154

What a difference a constant makes how predictable are international migration flows?

Alecke, Björn; Huber, Peter; Untiedt, Gerhard - In: Migration policies and EU enlargement : the case of …, (pp. 63-78). 2001

Persistent link: https://www.econbiz.de/10001594340

Sudden stops and output : an empirical Markov switching analysis

Bachmann, Andreas; Leist, Stefan - In: Empirical economics : a journal of the Institute for … 53 (2017) 2, pp. 525-567

Persistent link: https://www.econbiz.de/10011988463

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