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Bond intraday momentum

Zhang, Wei; Wang, Pengfei; Li, Yi - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012815421

Trading volume and investor disagreement around management forecast disclosures

Cho, Myojung; Kwon, Soo Young - In: Journal of accounting, auditing & finance 29 (2014) 1, pp. 3-30

Persistent link: https://www.econbiz.de/10010253924

Expectations, sentiments and capital flows to emerging market economies

Beckmann, Joscha; Boonman, Tjeerd M.; Schreiber, Sven - In: Emerging markets review 62 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015084366

Extracting implied volatilities from bank bonds

Bianchi, Michele Leonardo; Tassinari, Gian Luca - In: Quantitative finance 23 (2023) 7/8, pp. 1177-1197

Persistent link: https://www.econbiz.de/10014321670

The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets

Busch, Thomas (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003341264

The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets

Busch, Thomas; Christensen, Bent Jesper; Nielsen, … - In: Journal of econometrics 160 (2011) 1, pp. 48-57

Persistent link: https://www.econbiz.de/10009242554

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

The Role of 'Other Information' in Analysts’ Forecasts in Understanding Stock Return Volatility

Shan, Yaowen - 2013

This study proposes and validates “other information” in analysts' forecasts as a legitimate proxy for future cash flows, and examines its incremental role in explaining stock return volatility. We suggest that “other information” contains information about fundamentals beyond that...

Persistent link: https://www.econbiz.de/10013075116

Do excessively volatile forecasts impact investors?

Lundholm, Russell J.; Rogo, Rafael - In: Review of accounting studies 25 (2020) 2, pp. 636-671

Persistent link: https://www.econbiz.de/10012231044

Forecasting stock volatility using pseudo-out-of-sample information

Li, Xiaodan; Gong, Xue; Ge, Futing; Huang, Jingjing - In: International review of economics & finance : IREF 90 (2024), pp. 123-135

Persistent link: https://www.econbiz.de/10014446892

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