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Analysts' forecasts as proxies...
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270
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356,635
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date (oldest first)
1
Information and opinions in financial markets
Banerjee, Snehal
-
2007
Persistent link: https://www.econbiz.de/10009691380
Saved in:
2
Announcements, Expectations, and Stock Returns with Asymmetric Information
Han, Leyla Jianyu
-
2020
Revisions of consensus forecasts of macroeconomic variables positively predict announcement day
forecast
errors …, whereas stock market returns on
forecast
revision days negatively predict announcement day returns. A dynamic noisy rational …
Persistent link: https://www.econbiz.de/10012846330
Saved in:
3
Expectations and Risk Premia at 8 : 30am: Macroeconomic Announcements and the Yield Curve
Hördahl, Peter
-
2017
We investigate the movements of the yield curve after the release of major U.S. macroeconomic announcements through the lenses of an arbitrage-free dynamic term structure model with macroeconomic fundamentals. Combining estimated yield responses obtained using high-frequency data with model...
Persistent link: https://www.econbiz.de/10012970137
Saved in:
4
Expectations and Risk Premia at 8 : 30am: Macroeconomic Announcements and the Yield Curve
Hördahl, Peter
-
2015
We investigate the movements of the yield curve after the release of major U.S. macroeconomic announcements through the lenses of an arbitrage-free dynamic term structure model with macroeconomic fundamentals. Combining estimated yield responses obtained using high-frequency data with model...
Persistent link: https://www.econbiz.de/10013012079
Saved in:
5
Analyst optimism and the magnitude of earnings growth
Harris, Richard D. F.
-
1997
Persistent link: https://www.econbiz.de/10000966504
Saved in:
6
Frictionless house-price momentum
Fève, Patrick
;
Moura, Alban
-
2023
Persistent link: https://www.econbiz.de/10014428525
Saved in:
7
Frictionless house-price momentum
Fève, Patrick
;
Moura, Alban
-
2023
Persistent link: https://www.econbiz.de/10014432856
Saved in:
8
Rational expectations and security analysts' earnings forecasts
Ackert, Lucy F.
;
Hunter, William Curt
-
1992
Persistent link: https://www.econbiz.de/10000935912
Saved in:
9
Forecasting earnings forecasts
Bruijn, Bert de
;
Franses, Philip Hans
-
2013
Persistent link: https://www.econbiz.de/10010191299
Saved in:
10
Corporate governance and financial reporting credibility
Dey, Aiyesha
-
2005
Persistent link: https://www.econbiz.de/10003952844
Saved in:
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