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, Roll, and Ross (1986)'s macroeconomic risk factors, and find that the macro fundamentals cannot explain the predictive …
Persistent link: https://www.econbiz.de/10012824300
Warren Buffett suggested that the ratio of the market value of all publicly traded stocks to the Gross National Product could identify potential overvaluations and undervaluations in the US equity market. We investigate whether this ratio is a statistically significant predictor of equity market...
Persistent link: https://www.econbiz.de/10012971424
forecasts by 25.3%. This study may be the first of its kind to assess analyst earnings forecast accuracy at all listed companies …
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The accurate forecast of the foreign currencies exchange rates at the ultra high frequency electronic trading in the … markets in Asia, Europe and North America; 2) the research review on the classic forecast techniques of the foreign currencies … quantum forecast techniques of the foreign currencies exchange rates dynamics in the foreign currencies exchange markets with …
Persistent link: https://www.econbiz.de/10013013057
In this study, we test a set of country macro sentiment indexes that measure the trailing sentiment on both scheduled and unscheduled economic and geopolitical news events. We develop a cross-over strategy in the FX market based on short to long-term news sentiment inflection points covering the...
Persistent link: https://www.econbiz.de/10013081446
This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for … Bayesian VAR approach, we observe that effects on forecast errors of professionals turn out to be more significant compared to …
Persistent link: https://www.econbiz.de/10011532311
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