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How does short selling affect liquidity in financial markets?
Blau, Benjamin; Whitby, Ryan J. - In: Finance research letters 25 (2018), pp. 244-250
Persistent link: https://www.econbiz.de/10012003551
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Asymmetry in Liquidity Pricing in the Cross-Section and Time Series of Corporate Bond Returns
Dienemann, Fabian - 2020
The asymmetry in price pressure from seller vs. buyer-initiated transactions is identified as valuable measure of downside liquidity for corporate bonds. While the evidence of illiquidity on risk premium in the cross-section of corporate bonds is mixed, the aggregate liquidity asymmetry has a...
Persistent link: https://www.econbiz.de/10012835834
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The value of feedback in forecasting competitions
Athanasopoulos, George; Hyndman, Rob J. - In: International journal of forecasting 27 (2011) 3, pp. 845-849
Persistent link: https://www.econbiz.de/10009248115
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Are competitive reactions changing over time?
Park, Jimi; Yoo, Shijin - In: Management decision : MD 54 (2016) 3, pp. 683-699
Persistent link: https://www.econbiz.de/10011517355
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Correlated daily time series and forecasting in the M4 competition
Ingel, Anti; Shahroudi, Novin; Kängsepp, Markus; … - In: International journal of forecasting 36 (2020) 1, pp. 121-128
Persistent link: https://www.econbiz.de/10012406073
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Commentary on the Makridakis Time Series Competition (M-Competition)
Armstrong, J. Scott - 2011
In 1982, the Journal of Forecasting published the results of a forecasting competition organized by Spyros Makridakis …
Persistent link: https://www.econbiz.de/10014042457
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Should We Redesign Forecasting Competitions?
Armstrong, J. Scott - 2012
The M3-Competition continues to improve the design of forecasting competitions: It examines more series than any … previous competition, improves error analyses and includes commercial forecasting programs as competitors. To judge where to go …
Persistent link: https://www.econbiz.de/10014028383
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The M5 competition : background, organization, and implementation
Makridakis, Spyros G.; Spiliotis, Evangelos; … - In: International journal of forecasting 38 (2022) 4, pp. 1325-1336
Persistent link: https://www.econbiz.de/10014381084
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M5 accuracy competition : results, findings, and conclusions
Makridakis, Spyros G.; Spiliotis, Evangelos; … - In: International journal of forecasting 38 (2022) 4, pp. 1346-1364
Persistent link: https://www.econbiz.de/10014381087
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The M5 uncertainty competition : results, findings and conclusions
Makridakis, Spyros G.; Spiliotis, Evangelos; … - In: International journal of forecasting 38 (2022) 4, pp. 1365-1385
Persistent link: https://www.econbiz.de/10014381091