Similar Search Results - EconBiz

Expected stock returns worldwide : a log-linear present-value approach

Chattopadhyay, Akash; Lyle, Matthew R.; Wang, Charley C. Y. - 2018

We provide the first large-scale study of the performance of expected-return proxies (ERPs) internationally. Analyst-forecast-based ICCs are sparsely populated and not robustly associated with future returns. Earnings-model-forecast-based ICCs are well-populated, but are unreliable outside the...

Persistent link: https://www.econbiz.de/10011931329

An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets

Jawadi, Fredj; Namouri, Hela; Ftiti, Zied - In: Journal of economic dynamics & control 91 (2018), pp. 469-484

Persistent link: https://www.econbiz.de/10011974225

The neglect effect in security beta estimates - an observation of the US stock market from 1933 until 2016

Scheler, Fabian; Ecker, Frank; Werner, Jan - 2017

Persistent link: https://www.econbiz.de/10011921132

The time varying effect of monetary policy on stock returns

Jansen, Dennis W.; Zervou, Anastasia - In: Economics letters 160 (2017), pp. 54-58

Persistent link: https://www.econbiz.de/10011903742

Stock market interactions driven by large declines

Ma, Yong; Zhang, Weiguo; Zhang, Zhengjun; Xu, Weidong - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 159-171

Persistent link: https://www.econbiz.de/10010485770

Non-nested tests of a GDP-augmented Fama–French model versus a conditional Fama–French model in the Australian stock market

Faff, Robert W.; Gharghori, Philip; Nguyen, Annette - In: International review of economics & finance : IREF 29 (2014), pp. 627-638

Persistent link: https://www.econbiz.de/10010432291

Irrational exuberance reconsidered : the cross section of stock returns

Külpmann, Mathias - 2004 - 2. ed.

Persistent link: https://www.econbiz.de/10001755223

Stock market overreaction and fundamental valuation : theory and empirical evidence

Külpmann, Mathias - 2002

Persistent link: https://www.econbiz.de/10001607573

Der Einfluß geldpolitischer Impulse auf den deutschen Aktienmarkt

Rohweder, Jens - 2000

Persistent link: https://www.econbiz.de/10001502713

The predictability of German stock returns

Klähn, Judith - 2000

Persistent link: https://www.econbiz.de/10001476569

A service of the