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Forecasting stock index futures returns with mixed-frequency sentiment

Gao, Bin; Yang, Chunpeng - In: International review of economics & finance : IREF 49 (2017), pp. 69-83

Persistent link: https://www.econbiz.de/10011748364

Asymmetric responses to stock index reconstitutions : evidence from the CSI 300 index additions and deletions

Chen, Wei-Kuang; Lin, Ching-Ting - In: Pacific-Basin finance journal 40 (2016), pp. 36-48

Persistent link: https://www.econbiz.de/10011712043

Optimal prediction periods for new and old volatility indexes in USA and German markets

Giner, Javier; Morini, Sandra; Rosillo, Rafael - In: Computational economics 47 (2016) 4, pp. 527-549

Persistent link: https://www.econbiz.de/10011712458

Ökonometrische Untersuchungen zur Aktienindexprognose durch technische Börsenindikatoren

Vieker, Michael - 1993

Persistent link: https://www.econbiz.de/10004180505

Ökonometrische Untersuchungen zur Aktienindexprognose durch technische Börsenindikatoren

Vieker, Michael - 1996 - 2. Aufl.

Persistent link: https://www.econbiz.de/10004335477

Machine learning in predicting stock indexes : the role of online stock forum sentiment in MIDAS model

Wang, Lei; Zhao, Zhong-Chao; Weng, Yin-Che - In: Asia-Pacific journal of accounting & economics : … 31 (2024) 4, pp. 618-637

Persistent link: https://www.econbiz.de/10014560743

Do short-term market swings improve realized volatility forecasts?

Zhang, Junyu; Ruan, Xinfeng; Zhang, Jin E. - In: Finance research letters 58 (2023) 4, pp. 1-10

Persistent link: https://www.econbiz.de/10014632688

Which sentiment index is more informative to forecast stock market volatility? : evidence from China

Liang, Chao; Tang, Linchun; Li, Yan; Wei, Yu - In: International review of financial analysis 71 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012437093

The volatility mechanism and intelligent fusion forecast of new energy stock prices

Fan, Guo-Feng; Zhang, Ruo-Tong; Cao, Cen-Cen; Peng, Li-Ling - In: Financial innovation : FIN 10 (2024), pp. 1-37

The new energy industry is strongly supported by the state, and accurate forecasting of stock price can lead to better understanding of its development. However, factors such as cost and ease of use of new energy, as well as economic situation and policy environment, have led to continuous...

Persistent link: https://www.econbiz.de/10014535574

Predicting stock index changes

Wilkens, Sascha - In: The journal of portfolio management : JPM 48 (2022) 7, pp. 175-194

Persistent link: https://www.econbiz.de/10014231877