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A historical perspective on time-varying expected returns
Ilmanen, Antti - In: Financial market history : reflections on the past for …, (pp. 27-43). 2016
Persistent link: https://www.econbiz.de/10011802700
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Predicting stock returns in a cross-section : do individual firm characteristics matter?
Shapovalova, Kateryna; Subbotin, Alexander - In: Financial markets and the global recession, (pp. 223-247). 2010
Persistent link: https://www.econbiz.de/10009614249
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Mechanical earnings forecasts and characteristic-based models for expected stock returns
Meuter, Martin - In: Three essays on the performance of earnings forecasts …, (pp. 38-67). 2018
Persistent link: https://www.econbiz.de/10011887237
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Cross-sectional predictability of stock returns at the Colombo Stock Eschange
Elyasiani, Elyas; Perera, Priyal; Puri, Tribhuvan N. - In: Regional financial markets : issues and policies, (pp. 95-116). 2004
Persistent link: https://www.econbiz.de/10002792672
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Predicting stock returns in a cross section : do individual firm characteristics matter?
Shapovalova, Kateryna; Subbotin, Alexander - 2011
Persistent link: https://www.econbiz.de/10009716071
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Institutional ownership and time-series predictability of stock returns
Weber, Rüdiger - In: Essays in asset pricing, (pp. 78-152). 2018
Persistent link: https://www.econbiz.de/10012665347
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Asymmetric dependence, persistence and firm-level stock return predictability
Alcock, Jamie; Andrtikova, Petra - In: Asymmetric dependence in finance : diversification, …, (pp. 198-220). 2018
Persistent link: https://www.econbiz.de/10011978515
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Assessing the power of long-horizon predictive tests in models of bull and bear markets
Maynard, Alex; Ren, Dongmeng - In: Essays in honor of Peter C. B. Phillips, (pp. 673-711). 2014
Persistent link: https://www.econbiz.de/10010442830
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The Truncated Levy Flight model : a comparative analysis of its utility in modeling the Standard and Poor's 500 and the Ghana stock exchange
Kengni Ncheuguim, Emmanuel; Appiah-Kubi, Seth; … - In: Advancing research methodology in the African context : …, (pp. 215-233). 2014
Persistent link: https://www.econbiz.de/10010459789
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Dissecting lead-lag relationships between international stock markets
Finke, Christian - In: Essays on equity return predictability in international …, (pp. 59-95). 2017
Die vorliegende Dissertation umfasst drei empirische Essays, welche die Prognostizierbarkeit von Aktienrenditen in internationalen Aktienmärkten untersuchen. Der Fokus liegt hierbei auf der Renditeprognostizierbarkeit durch Informationsfriktionen in Finanzmärkten. Die Essays in dieser...
Persistent link: https://www.econbiz.de/10011775193