This study examines the voluntary disclosure of earnings forecasts by female CEOs. We find that in the backdrop of increased pressure to perform from investors and other stakeholders, female CEOs tend to issue more earnings forecasts than male CEOs, and those forecasts are more accurate. We also...

In this paper, we test the applicability of different Fama-French (FF) factor models in Vietnam, we investigate the value factor redundancy and examine the choice of the profitability factor. Our empirical evidence shows that the FF five-factor model has more explanatory power than the FF...

This study proposes a novel expectile regression complete subset averaging (ECSA) method to forecast the downside risk for asset returns. Given a high-dimensional set of covariates, we combine the forecasts from a complete subset of expectile regression models that use a fixed number of...