Narrow search
Showing 1 - 10 of 3,566
Cover Image
On the effect of oil price in the context of Covid-19
Jawadi, Fredj; Sellami, Mohamed - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 3924-3933
Persistent link: https://www.econbiz.de/10013461287
Cover Image
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Cover Image
Drivers of S&P 500's profitability : implications for investment strategy and risk management
Nagy, Marek; Valaskova, Katarina; Kovalova, Erika; … - In: Economies : open access journal 12 (2024) 4, pp. 1-24
The financial markets, shaped by dynamic forces, including macroeconomic trends and technological advancements, are influenced by a multitude of factors impacting the S&P 500 stock index, a pivotal indicator in the US equity markets. This paper highlights the significance of understanding the...
Persistent link: https://www.econbiz.de/10014635954
Cover Image
Non-linear predictability of stock market returns : comparative evidence from Japan and the US
Humpe, Andreas; Macmillan, Peter - In: Investment management and financial innovations 11 (2014) 4, pp. 36-48
Persistent link: https://www.econbiz.de/10010514142
Cover Image
The granularity of the stock market : forecasting aggregate returns using firm-level data
Schiaffi, Stefano - In: Rivista di politica economica 102 (2013) 10/12, pp. 141-169
Persistent link: https://www.econbiz.de/10010245548
Cover Image
Forecasting Croatian stock market index: Crobex
Ivanovic, Zoran; Bogdan, Sinisa; Baresa, Suzana - In: UTMS journal of economics / University of Tourism and … 4 (2013) 2, pp. 79-91
Forecasting stock returns is considered one of the hardest tasks for every potential investor. This paper attempts to … examine the best univariate Autoregressive Integrated Moving Average model for forecasting. This research examined ARIMA (p …
Persistent link: https://www.econbiz.de/10009785877
Cover Image
Prerelease buzz evolution patterns and new product performance
Xiong, Guiyang; Bharadwaj, Sundar - In: Marketing science : the marketing journal of the … 33 (2014) 3, pp. 401-421
Persistent link: https://www.econbiz.de/10010370706
Cover Image
Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel; Hautsch, Nikolaus - In: Journal of forecasting 32 (2013) 8, pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
Cover Image
Can internet search queries help to predict stock market volatility?
Dimpfl, Thomas; Jank, Stephan - In: European financial management : the journal of the … 22 (2016) 2, pp. 171-192
Persistent link: https://www.econbiz.de/10011482049
Cover Image
Stock return predictability and market integration : the role of global and local information
McMillan, David G. - In: Cogent economics & finance 4 (2016) 1, pp. 1-18
is related to dividend growth. A single dominant realised returns factor is also noted. A forecasting exercise comparing …
Persistent link: https://www.econbiz.de/10011487829