Narrow search
Showing 1 - 10 of 350,035
Cover Image
How candlestick features affect the performance of volatility forecasts : evidence from the stock market
Su, Jung-bin - In: The European journal of finance 21 (2015) 4/6, pp. 486-506
Persistent link: https://www.econbiz.de/10010528953
Cover Image
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
Cover Image
The dark side of trading
Dichev, Ilia D.; Huang, Kelly; Zhou, Dexin - In: Journal of accounting, auditing & finance 29 (2014) 4, pp. 492-518
Persistent link: https://www.econbiz.de/10010425512
Cover Image
Using fundamental earnings factors to forecast equity market volatility
Mozes, Haim A.; Steffens, John Launny - In: The journal of trading 13 (2018) 4, pp. 14-19
Persistent link: https://www.econbiz.de/10012016573
Cover Image
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Wohar, … - In: Journal of economics and finance 42 (2018) 2, pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Cover Image
Analyst recommendations and volatility in a rising, falling, and crisis equity market
Corbet, Shaen; Dowling, Michael; Cummins, Mark - In: Finance research letters 15 (2015), pp. 187-194
Persistent link: https://www.econbiz.de/10011553187
Cover Image
The role of analysts: an examination of the idiosyncratic volatility anomaly in the Chinese stock market
Gu, Ming; Jiang, George J.; Xu, Bu - In: Journal of empirical finance 52 (2019), pp. 237-254
Persistent link: https://www.econbiz.de/10012171127
Cover Image
Using fundamental earnings factors to forecast equity market volatility
Mozes, Haim A.; Steffens, John Launny - In: The journal of trading 11 (2016) 2, pp. 5-10
Persistent link: https://www.econbiz.de/10011697443
Cover Image
BM(book-to-market ratio) factor : medium-term momentum and long-term reversal
Wei-qi, Liu; Jingxing, Zhang - In: Financial innovation : FIN 4 (2018) 1, pp. 1-29
To explain medium-term momentum and long-term reversal, we use the difference between the optional model and the CAPM model to construct a winner-loser portfolio. According to the CAPM model’s zero explanatory ability with respect to stock market anomalies, we obtain an anomaly interpretative...
Persistent link: https://www.econbiz.de/10011825744
Cover Image
Stock returns after major price shocks : the impact of information
Savor, Pavel - In: Journal of financial economics 106 (2012) 3, pp. 635-659
Persistent link: https://www.econbiz.de/10009710154