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Reported earnings and analyst forecasts as competing sources of information : a new approach

Anderson, Heather M.; Chan, Howard Wei-hong; Faff, Robert W. - 2007

Persistent link: https://www.econbiz.de/10003711845

Analysts' recommendations: from which signal does the market take its lead?

Brown, Rob; Chan, Howard Wei-hong; Ho, Yew Kee - In: Review of quantitative finance and accounting 33 (2009) 2, pp. 91-111

Persistent link: https://www.econbiz.de/10003880516

Diminishing marginal returns from R&D investment : evidence from manufacturing firms

Faff, Robert W.; Ho, Yew Kee; Lin, Weiling; Yap, Chee Meng - In: Applied economics 45 (2013) 4/6, pp. 611-622

Persistent link: https://www.econbiz.de/10009715022

A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions

Brooks, Robert - In: Journal of banking & finance 21 (1997) 2, pp. 197-219

Persistent link: https://www.econbiz.de/10001213041

Explanations of an empirical puzzle : what can be learnt from a test of the rational expectations hypothesis?

Anderson, Heather M. - In: The journal of economic methodology 6 (1999) 1, pp. 31-59

Persistent link: https://www.econbiz.de/10001427382

Transaction costs and non-linear adjustment towards equilibrium in the US treasury bill market

Anderson, Heather M. - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 465-484

Persistent link: https://www.econbiz.de/10001234618

Forecasting under structural break uncertainty

Tian, Jing; Anderson, Heather M. - 2011

This paper proposes two new weighting schemes that average forecasts using different estimation windows to account for structural change. We let the weights reflect the probability of each time point being the most-recent break point, and we use the reversed ordered Cusum test statistics to...

Persistent link: https://www.econbiz.de/10009406379

US and Canadian industrial production indices as coupled oscillators

Anderson, Heather M.; Ramsey, James B. - In: Journal of economic dynamics & control 26 (2002) 1, pp. 33-67

Persistent link: https://www.econbiz.de/10001617067

Predicting the probability of a recession with nonlinear autoregressive leading-indicator models

Anderson, Heather M.; Vahid, Farshid - In: Macroeconomic dynamics 5 (2001) 4, pp. 482-505

Persistent link: https://www.econbiz.de/10001625154

The decline in income growth volatility in the United States : evidence from regional data

Anderson, Heather M.; Vahid, Farshid - 2003

Persistent link: https://www.econbiz.de/10001892127