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Predicting the direction of US stock markets using industry returns

Pönkä, Harri - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1451-1480

Persistent link: https://www.econbiz.de/10011944988

The effect of short sale constraints on analyst forecast quality : evidence from a natural experiment in China

Li, Hao; Li, Zhisheng; Lin, Bingxuan; Xu, Xiaowei - In: Economic modelling 81 (2019), pp. 338-347

Persistent link: https://www.econbiz.de/10012202098

Time-frequency forecast of the equity premium

Faria, Gonçalo; Verona, Fabio - 2020

paper we propose a method to forecast the stock market's equity premium which exploits the frequency relationship between …

Persistent link: https://www.econbiz.de/10012208225

Optimistic bias of analysts' earnings forecasts : does investor sentiment matter in China?

Wu, Yanran; Liu, Tingting; Han, Liyan; Yin, Libo - In: Pacific-Basin finance journal 49 (2018), pp. 147-163

Persistent link: https://www.econbiz.de/10012117688

Forecasting realized volatility of crude oil futures with equity market uncertainty

Wen, Fenghua; Zhao, Yupei; Zhang, Minzhi; Hu, Chunyang - In: Applied economics 51 (2019) 59, pp. 6411-6427

Persistent link: https://www.econbiz.de/10012197349

On the economic determinants of optimal stock-bond portfolios : international evidence

Conrad, Christian; Stürmer, Karin - 2017 - This version: May 31, 2017

Using a modified DCC-MIDAS specification that allows the long-term correlation component to be a function of multiple explanatory variables, we show that the stock-bond correlation in the US, the UK, Germany, France, and Italy is mainly driven by inflation and interest rate expectations as well...

Persistent link: https://www.econbiz.de/10011745369

Autocorrelation in an unobservable global trend : does it help to forecast market returns?

Peresetsky, Anatoly A.; Yakubov, Ruslan I. - In: International journal of computational economics and … 7 (2017) 1/2, pp. 152-169

Persistent link: https://www.econbiz.de/10011713553

Impact of early COVID-19 pandemic on the US and European stock markets and volatility forecasting

Rahman, Mohammad Mazibar; Chi, Guotai; Gupta, Anupam Das; … - In: Economic research 35 (2022) 1,4, pp. 3591-3608

Persistent link: https://www.econbiz.de/10014384447

Forecasting stock market realized volatility using random forest and artificial neural network in South Africa

Diane, Lamine; Brijlal, Pradeep - In: International journal of economics and financial issues … 14 (2024) 2, pp. 5-14

Persistent link: https://www.econbiz.de/10014581568

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