Narrow search
Showing 1 - 10 of 14,627
Cover Image
Does sentiment drive contrarian profits in the China stock market: 1996 - 2012? : evidence from the panel threshold regression model
Yeh, Chih-Cheng - In: The empirical economics letters : a monthly … 14 (2015) 3, pp. 225-232
Persistent link: https://www.econbiz.de/10011311206
Cover Image
The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco; Sigrist, Fabio Roman Albert; … - In: International journal of forecasting 36 (2020) 2, pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
Cover Image
Tail-heaviness, asymmetry, and profitability forecasting by quantile regression
Tian, Hui; Yim, Andrew; Newton, David P. - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 5209-5233
Persistent link: https://www.econbiz.de/10012625104
Cover Image
Technical analysis and stock return predictability : an aligned approach
Lin, Qi - In: Journal of financial markets 38 (2018), pp. 103-123
Persistent link: https://www.econbiz.de/10012001145
Cover Image
Cascading logistic regression onto gradient boosted decision trees to predict stock market changes using technical analysis
Zhou, Feng; Zhang, Qun; Sornette, Didier; Jiang, Liu - 2018
In the data mining and machine learning fields, forecasting the direction of price change can be generally formulated as a supervised classfii cation. This paper attempts to predict the direction of daily changes of the Nasdaq Composite Index (NCI) and of the Standard & Poor's 500 Composite...
Persistent link: https://www.econbiz.de/10011900252
Cover Image
Interpreting return variability via the dividend-price-earnings ratio
Georgiou, Catherine - In: International journal of computational economics and … 13 (2023) 4, pp. 423-445
Persistent link: https://www.econbiz.de/10014439723
Cover Image
Asymmetric and negative return-volatility relation : a behavioural explanation
Abbes, Mouna Boujelbène; Salah, Ines Ben; Ellouze, … - In: International journal of economics and business research 6 (2013) 3, pp. 243-260
Persistent link: https://www.econbiz.de/10010351133
Cover Image
Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
Cover Image
Herding behavior, market sentiment and volatility : will the bubble resume?
Bekiros, Stelios; Jlassi, Mouna; Lucey, Brian M.; … - In: The North American journal of economics and finance : a … 42 (2017), pp. 107-131
Persistent link: https://www.econbiz.de/10011938084
Cover Image
Do Fama-French common risk-factor portfolio investors herd on a daily basis? : implications for common risk-factor regressions
Senarathne, Chamil W. - In: Journal of capital markets studies 3 (2019) 2, pp. 137-156
profitability, size and investment and size and momentum of the equity stocks in European and Japanese markets during crisis period … cost of capital calculations (e.g. pricing errors) and valuation of investment portfolios.Originality/value-This is the …
Persistent link: https://www.econbiz.de/10012131684