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Volatility transmission between Japan, UK and USA in daily stock returns
Tanizaki, Hisashi; Hamori, Shigeyuki - In: Empirical economics : a journal of the Institute for … 36 (2009) 1, pp. 27-54
Persistent link: https://www.econbiz.de/10003804532
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The Truncated Levy Flight model : a comparative analysis of its utility in modeling the Standard and Poor's 500 and the Ghana stock exchange
Kengni Ncheuguim, Emmanuel; Appiah-Kubi, Seth; … - In: Advancing research methodology in the African context : …, (pp. 215-233). 2014
Persistent link: https://www.econbiz.de/10010459789
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Non-linear forecasts of stock returns
Kanas, Angelos - In: Journal of forecasting 22 (2003) 4, pp. 299-315
Persistent link: https://www.econbiz.de/10001775828
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The predictability of German stock returns
Klähn, Judith - 2000
Persistent link: https://www.econbiz.de/10001476569
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The earning forecast bias : US versus Eurozone stock markets
Bagella, Michele; Becchetti, Leonardo; Ciciretti, Rocco - In: Rivista internazionale di scienze economiche e … 51 (2004) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10002265237
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Stock returns and the short-run predictability of health expenditure : some empirical evidence
Wang, Zijun - In: International journal of forecasting 25 (2009) 3, pp. 587-601
Persistent link: https://www.econbiz.de/10003877647
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The Predictable Behavior of Security Returns : A Comparative Study Between US and China Markets
Luo, Yue - 2019
Jegadeesh (1990) examines the serial correlation in monthly stock returns and tests its economic significance by designing three trading strategies. In this study, we follow his research design to compare the security return predictability between US market and China market. The findings suggest...
Persistent link: https://www.econbiz.de/10012891713
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Implications of return predictability across horizons for asset pricing models
Favero, Carlo A.; Ortu, Fulvio; Tamoni, Andrea; Yang, Haoxi - 2016
Persistent link: https://www.econbiz.de/10011587034
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Overcoming misconceptions about liquid alternatives
Maxey, Christopher; Davis, Ryan - In: The journal of alternative investments 17 (2014/15) 3, pp. 43-58
Persistent link: https://www.econbiz.de/10010477144