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The bias in two-pass regression tests of asset-pricing models in presence of idiosyncratic errors with cross-sectional dependence
Gramespacher, Thomas; Bänziger, Armin - In: Review of Pacific Basin financial markets and policies 22 (2019) 2, pp. 1950012-1-1950012-17
Persistent link: https://www.econbiz.de/10012139945
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Do analysts forecast differently in periods of uncertainty? : an empirical analysis of target prices for Spanish banks
Pascual, Roberto - 2021
Persistent link: https://www.econbiz.de/10013198185
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The effect of reporting streaks on ex ante uncertainty
Neururer, Thaddeus; Papadakis, George; Riedl, Edward J. - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3771-3787
Persistent link: https://www.econbiz.de/10012289214
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Analysts' disagreement, self-selection, and stock returns
Wu, Liang; Long, Yunshen; Li, Wenyue; Wu, Bingyan - In: Journal of business economics and management 24 (2023) 1, pp. 37-53
the risk channel as the analysts' disagreement is associated with earnings uncertainty. The stock price will be discounted …
Persistent link: https://www.econbiz.de/10014330637
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Investment profit correlation : a regression model of profits from common stock investments
Bauman, W. Scott - 1968
Persistent link: https://www.econbiz.de/10000633684
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International stock return predictability under model uncertainty
Schrimpf, Andreas (contributor) - 2008
excess returns weakens substantially, once model uncertainty is accounted for. We document notable differences in the degree …
Persistent link: https://www.econbiz.de/10003728591
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Beyond the central tendency : quantile regression as a tool in quantitative investing
Gowlland, Chris; Xiao, Zhijie; Zeng, Qi - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 106-119
Persistent link: https://www.econbiz.de/10003852144
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International stock return predictability under model uncertainty
Schrimpf, Andreas - In: Journal of international money and finance 29 (2010) 7, pp. 1256-1282
Persistent link: https://www.econbiz.de/10009239675
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Predicting the Istanbul Stock Exchange Index return using technical indicators : a comparative study
Emir, Şenol - In: International journal of finance & banking studies : JJFBS 2 (2013) 3, pp. 111-117
Persistent link: https://www.econbiz.de/10010532333
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Valuation ratios and stock return predictability in South Africa : is it there?
Gupta, Rangan; Modise, Mampho P. - In: Emerging markets finance & trade : a journal of the … 48 (2012) 1, pp. 70-82
Persistent link: https://www.econbiz.de/10009620175