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How candlestick features affect the performance of volatility forecasts : evidence from the stock market
Su, Jung-bin - In: The European journal of finance 21 (2015) 4/6, pp. 486-506
Persistent link: https://www.econbiz.de/10010528953
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The role of "other information" in analysts' forecasts in understanding stock return volatility
Shan, Yaowen; Taylor, Stephen L.; Walter, Terry S. - In: Review of accounting studies 19 (2014) 4, pp. 1346-1392
Persistent link: https://www.econbiz.de/10010459687
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Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias - 2002
Persistent link: https://www.econbiz.de/10001607573
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Irrational exuberance reconsidered : the cross section of stock returns
Külpmann, Mathias - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001755223
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Duration-Based Stock Valuation : Reassessing Stock Market Performance and Volatility
van Binsbergen, Jules H. - 2020
higher) levels of volatility. These results provide a novel perspective on both the equity risk premium and excess volatility …
Persistent link: https://www.econbiz.de/10012832927
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Duration-Based Stock Valuation : Reassessing Stock Market Performance and Volatility
van Binsbergen, Jules H. - 2020
) levels of volatility. These results provide a novel perspective on both the equity risk premium and excess volatility puzzles …
Persistent link: https://www.econbiz.de/10012481562
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Dynamic Analysis between Sin Stocks and Investor Sentiment
Perez-Liston, Daniel - 2017
This paper examines the temporal relationship between sin stocks and investor sentiment using vector autoregressive models. It decomposes sin returns into a market-based and pure sin component and then performs dynamic statistical modeling on the pure sin portfolio. Next, it attempts to...
Persistent link: https://www.econbiz.de/10012948710
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The Role of 'Other Information' in Analysts’ Forecasts in Understanding Stock Return Volatility
Shan, Yaowen - 2013
flows, and examines its incremental role in explaining stock return volatility. We suggest that “other information” contains … timely basis than dividends or earnings. The link between “other information” and volatility can be derived from a … Ohlson's (1995) linear information dynamics. Using standardized regressions we find volatility increases when current “other …
Persistent link: https://www.econbiz.de/10013075116
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The growth payback, a reinterpretation of the PEG ratio
Dewally, Michael; Park, Jin Dong; Rhee, Moon-whoan; … - In: Journal of business and economic perspectives 41 (2014) 1, pp. 7-20
Persistent link: https://www.econbiz.de/10011339998
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Dividend sensitivity to economic factors, stock valuation, and long-run risk
Bergeron, Claude - In: Finance research letters 10 (2013) 4, pp. 184-195
Persistent link: https://www.econbiz.de/10010252342