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Accounting losses, investors' growth expectations and the association between stock returns and accounting earnings
Martikainen, Minna - 1998
Persistent link: https://www.econbiz.de/10000659194
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Pre-selection in cointegration-based pairs trading
Brunetti, Marianna; De Luca, Roberta - 2021 - This version: February 2021
Persistent link: https://www.econbiz.de/10012489201
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Pre-selection in cointegration-based pairs trading
Brunetti, Marianna; De Luca, Roberta - 2022
Persistent link: https://www.econbiz.de/10014248171
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Valuation ratios, surprises, uncertainty or sentiment : how does financial machine learning predict returns from earnings announcements?
Schnaubelt, Matthias; Seifert, Oleg - 2020
value premium. Leveraging the model's predictions in a zero-investment trading strategy yields annualized returns of 11 …
Persistent link: https://www.econbiz.de/10012200759
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Trend followers, contrarians and fundamentalists : explaining the dynamics of financial markets
Schmitt, Noemi; Westerhoff, Frank H. - 2019
We propose an empirically motivated financial market model in which speculators rely on trend-following, contrarian and fundamental trading rules to determine their orders. Speculators' probabilistic rule-selection behavior - the only type of randomness in our model - depends on past and future...
Persistent link: https://www.econbiz.de/10012014573
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Fundamentals unknown : momentum, mean-reversion and price-to-earnings trading in an artificial stock market
Schasfoort, Joeri; Stockermans, Christopher - 2017
between a simple momentum and mean reversion strategy depending on its relative profitability. Technical traders use the price …
Persistent link: https://www.econbiz.de/10011723700
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Multi-asset market dynamics
Westerhoff, Frank H. - 2003
Persistent link: https://www.econbiz.de/10001736685
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Skewness and its impact on financial markets
Regele, Tobias Ulrich Joachim - 2015
Persistent link: https://www.econbiz.de/10011443065
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Optimal investment and capital structure with stock market feedback
Machado, Caio; Pereira, Ana Elisa Gonçalves - 2019
Persistent link: https://www.econbiz.de/10012149876
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Profit shifting and investment effects : the implications of zero-taxable profits
Köthenbürger, Marko; Mardan, Mohammed; Stimmelmayr, … - 2018
equilibrium, affiliates might over-invest and the bunching-related investment effects generate a tendency for too high profit … profit. Setting up a model that allows for profitable and loss-making affiliates of multinationals, we show that profit …-tax country induces bunching. Such bunching promotes investment incentives in the low-tax as well as the high-tax country. In …
Persistent link: https://www.econbiz.de/10011794726