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Forecast of stock market based on nonharmonic analysis used on NASDAQ since 1985

Ichinose, Takafumi; Hirobayashi, Shigeki; Misawa, Tadanobu - In: Applied financial economics 22 (2012) 1/3, pp. 197-208

Persistent link: https://www.econbiz.de/10009419558

The granularity of the stock market : forecasting aggregate returns using firm-level data

Schiaffi, Stefano - In: Rivista di politica economica 102 (2013) 10/12, pp. 141-169

Persistent link: https://www.econbiz.de/10010245548

The quality of securities firms' earnings forecasts and stock recommendations : do informational advantages, reputation and experience matter in China?

Bartholdy, Jan; Feng, Tiyi - In: Pacific-Basin finance journal 24 (2013), pp. 66-88

Persistent link: https://www.econbiz.de/10010346790

"Other information" as an explanatory factor for the opposite market reactions to earnings surprises

Chen, Vincent Y. S.; Tiras, Samuel L. - In: Review of quantitative finance and accounting 45 (2015) 4, pp. 757-784

Persistent link: https://www.econbiz.de/10011532207

Comparing the market risk premia forecasts in JSE and NYSE equity markets

Oikonomikou, Leoni Eleni - 2016 - Corrected version: March 2016

This paper examines the evidence regarding predictability in the market risk premium using artificial neural networks (ANNs), namely the Elman Network (EN) and the Higher Order Neural network (HONN), univariate ARMA and exponential smoothing techniques, such as Single Exponential Smoothing (SES)...

Persistent link: https://www.econbiz.de/10011454082

Can we predict stock market crashes?

Focardi, Sergio M.; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … 40 (2014), pp. 183-195

Persistent link: https://www.econbiz.de/10011509826

The nexus between analyst forecast dispersion and expected returns surrounding stock market crashes

Chong, Terence Tai-Leung; Wang, Xiaolei - In: Journal of risk and financial management : JRFM 2 (2009) 1, pp. 75-93

empirical study has investigated the nexus between the analyst forecast dispersion (AFD) and excess returns surrounding stock …

Persistent link: https://www.econbiz.de/10011556115

Are Asian stock market returns predictable?

Narayan, Seema - In: Emerging markets finance & trade : a journal of the … 51 (2015) 5, pp. 867-868

Persistent link: https://www.econbiz.de/10011561105

Do institutional investors use earnings forecasts from financial analysts? : evidence from China’s stock market

Ding, Fangfei; Chen, Min; Wu, Zhongxin - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 134-147

Persistent link: https://www.econbiz.de/10010403277

Do stock prices influence analysts' earnings forecasts?

Miller, Jeffrey S.; Sedor, Lisa M. - In: Behavioral research in accounting 26 (2014) 1, pp. 85-108

Persistent link: https://www.econbiz.de/10010419572