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Neuronale Netze zur Prognose von Finanzzeitreihen und Absatzzahlen
Menzel, Wolfram - In: Datamining und computational finance : Ergebnisse des …, (pp. 95-114). 2000
Persistent link: https://www.econbiz.de/10001484290
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Do supplementary sales forecasts increase the credibility of financial analysts' earnings forecasts?
Keung, Edmund C. - In: The accounting review : a publication of the American … 85 (2010) 6, pp. 2047-2074
Persistent link: https://www.econbiz.de/10008807049
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Essays on persistence in growth rates and the success of the British Premium Bond
Hölzl, Alexander - 2014
Persistent link: https://www.econbiz.de/10010468927
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Do Supplementary Sales Forecasts Increase the Credibility of Financial Analysts’ Earnings Forecasts?
Keung, Edmund C. - 2010
the incremental information content in sales forecasts. Supplemented earnings forecasts are more accurate ex post … they have better information. Supplementary sales forecasts appear to lend credibility to earnings forecasts because … supplement their earnings forecasts with sales forecasts. I find that earnings forecast revisions supplemented with sales …
Persistent link: https://www.econbiz.de/10013141328
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Corporate governance, product market competition, and equity prices
Giroud, Xavier; Müller, Holger M. - In: The journal of finance : the journal of the American … 66 (2011) 2, pp. 563-600
Persistent link: https://www.econbiz.de/10009240909
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Corporate governance,product market competition, and equity prices
Giroud, Xavier; Müller, Holger M. - 2008
Persistent link: https://www.econbiz.de/10003760529
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Corporate Governance, Product Market Competition and Equity Prices
Mueller, Holger M. - 2010
This paper examines whether firms in non-competitive industries benefit relatively more from good governance than do firms in competitive industries. Consistent with this hypothesis, we find that weak governance firms, as measured by the G-index, have lower equity returns, worse operating...
Persistent link: https://www.econbiz.de/10013144570
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Quantile aggregation and combination for stock return prediction
Jiang, Chuanliang; Maasoumi, Esfandiar; Xiao, Zhijie - In: Econometric reviews 39 (2020) 7, pp. 715-743
Persistent link: https://www.econbiz.de/10012262517
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Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator
Veiga, Helena; Vorsatz, Marc - 2008
Persistent link: https://www.econbiz.de/10010458367
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Aggregate profit instability and time variations in momentum returns : evidence from China
Yin, Libo; Wei, Ya - In: Pacific-Basin finance journal 60 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012232699