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Forecasting stock returns : do commodity prices help?
Black, Angela J.; Klinkowska, Olga; McMillan, David G.; … - In: Journal of forecasting 33 (2014) 8, pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
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The new finance : overreaction, complexity, and uniqueness
Haugen, Robert A. - 2004 - 3. ed.
Persistent link: https://www.econbiz.de/10001786555
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On the intraday return curves of Bitcoin : predictability and trading opportunities
Bouri, Elie; Lau, Chi Keung; Saeed, Tareq; Wang, Shixuan; … - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804738
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Can Security Analyst Forecasts Predict Gold Returns?
Mihaylov, George - 2017
via its impact on stock return synchronicity.We then examine if the difference between forecast and observed earnings for …
Persistent link: https://www.econbiz.de/10012967299
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Predicting returns for growth and value stocks : a forecast assessment approach using global asset pricing models
Rana, Shailesh; Bommer, William H.; Phillips, G. Michael - In: International journal of economics and financial issues … 10 (2020) 4, pp. 88-106
Persistent link: https://www.econbiz.de/10012300419
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Forecasting international equity market volatility : a new approach
Liang, Chao; Li, Yan; Ma, Feng; Zhang, Yaojie - In: Journal of forecasting 41 (2022) 7, pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
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Time-varying stock returns and labor income risks in the US and UK
Li, Yuming - In: The European journal of finance 17 (2011) 3/4, pp. 321-336
Persistent link: https://www.econbiz.de/10009155399
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The high volume return premium : cross-country evidence
Kaniel, Ron; Ozoguz, Arzu; Starks, Laura T. - In: Journal of financial economics 103 (2012) 2, pp. 255-279
Persistent link: https://www.econbiz.de/10009501397
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Does gold-platinum price ratio predict stock returns? : international evidence
Xu, Dezhong; Li, Bin; Singh, Tarlok - In: International journal of managerial finance : IJMF 19 (2023) 2, pp. 308-330
Persistent link: https://www.econbiz.de/10014325743
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Asset Pricing In a World of Imperfect Foresight
Bossaerts, Peter - 2020
We consider a canonical asset pricing model, where agents with quadratic preferences are allowed to retrade a limited set of securities over multiple periods, after which these securities expire, and agents consume their liquidation values. A key assumption in this model is that agents have...
Persistent link: https://www.econbiz.de/10012833019