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Forecasting the intra-day effective bid ask spread by combining density forecasts
Fall, Malick
;
Louhichi, Waël
;
Viviani, Jean-Laurent
- In:
Applied economics
53
(
2021
)
50
,
pp. 5772-5792
Persistent link: https://www.econbiz.de/10012627098
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Market volatility prediction and the efficiency of the S&P 100 index option market
Harvey, Campbell R.
- In:
Journal of financial economics
31
(
1992
)
1
,
pp. 43-73
Persistent link: https://www.econbiz.de/10001133538
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Can analysts pick stocks for the long-run?
Altınkılıç, Oya
;
Hansen, Robert S.
;
Ye, Liyu
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 371-398
Persistent link: https://www.econbiz.de/10011589872
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Forecasting stock market returns by combining sum-of-the-parts and ensemble empirical mode decomposition
Dai, Zhifeng
;
Zhu, Huan
- In:
Applied economics
52
(
2020
)
21
,
pp. 2309-2323
Persistent link: https://www.econbiz.de/10012197698
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Uncovering expected returns : information in analyst coverage proxies
Lee, Charles M. C.
;
So, Eric
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 331-348
Persistent link: https://www.econbiz.de/10011751448
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Executive shareholding, compensation, and analyst
forecast
of Chinese firms
Huang, Wei
;
Boateng, Agyenim
- In:
Applied economics
49
(
2017
)
15
,
pp. 1459-1472
Persistent link: https://www.econbiz.de/10011813609
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Four centuries of return predictability
Golez, Benjamin
;
Koudijs, Peter
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 248-263
Persistent link: https://www.econbiz.de/10011968859
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A multivariate model of strategic asset allocation
Campbell, John Y.
;
Chan, Yeung Lewis
;
Viceira, Luis M.
- In:
Journal of financial economics
67
(
2003
)
1
,
pp. 41-80
Persistent link: https://www.econbiz.de/10001728943
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Predicting stock price movements from past returns : the role of consistency and tax-loss selling
Grinblatt, Mark
;
Moskowitz, Tobias J.
- In:
Journal of financial economics
71
(
2004
)
3
,
pp. 541-579
Persistent link: https://www.econbiz.de/10001966720
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Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
Cheng, Zhenyi
;
Hong, Harrison G.
;
Stein, Jeremy C.
- In:
Journal of financial economics
61
(
2001
)
3
,
pp. 345-381
Persistent link: https://www.econbiz.de/10001596508
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