We develop a simple nonlinear stock market model in which speculators switch between technical and fundamental trading rules depending on market conditions. Additionally, we assume that agents are unaware of the true current fundamental value and, thus, use a weighted average of the current...

This paper presents a novel 5-factor model for agricultural commodity risk premiums, an approach not explored in previous research. The model is applied to the specific cases of corn, soybeans, and wheat. Calibration is achieved using a Kalman filter and maximum likelihood, with data from...

Accurately predicting stock market movements remains a critical challenge in finance, driven by the increasing role of algorithmic trading and the centrality of financial markets in economic sustainability. This study examines the incorporation of artificial intelligence (AI) and machine...

In this article, we evaluate the relationship between quality investing combined with Economic Moat, ESG (Environmental, Social and Governance) and analyst opinions over the period 2014-2020 based on a data set comprising 803 US stocks. Performance is evaluated using several metrics (returns and...

Studies show that innovation information disclosed by listed firms affects the decision of non-listed firms and their stakeholders. This paper explores whether innovation information disclosed within a specific list board (i.e., market) also spills over to other list boards. Based on the...

This research indicates that accounting is essential for assessing South Asian airline companies via financial ratio analysis from 2011 to 2022. The accounting measurements delineate informing and facilitating strategic decision-making from 2011 to 2022. The analysis utilizing GARCH and PARCH...

This study provides evidence on the performance and labor market trajectories of sell-side equity analysts with prior experience or education in accounting. Analysts with work experience in accounting issue both more accurate earnings per share (EPS) forecasts and more profitable sell...

This paper introduces a new predictive analytics model for forecasting stock price trends in financial assets traded on major stock exchanges worldwide and the Colombian Stock Exchange. The model is built on a probability space definition that consists of a measurable space derived from...

This factsheet provides an overview of the European Universities alliance, including on its partners, focus areas, vision and activities undertaken. It relates to the pioneering new learning opportunities across borders developed by the alliance, the innovative European inter-university campus...

This factsheet provides an overview of the European Universities alliance, including on its partners, focus areas, vision and activities undertaken. It relates to the pioneering new learning opportunities across borders developed by the alliance, the innovative European inter-university campus...

This study examined participants' willingness to pay for stock price forecasts provided by an algorithm, financial experts, and peers. Participants valued algorithmic advice more highly and relied on it as much as expert advice. This preference for algorithms - despite their similar or even...

SAFE's monthly Manager Sentiment Index is constructed by extracting sentiment from corporate financial disclosures of listed companies in Germany, offering significant insights into top management's perspectives. This white paper outlines the methodology behind the index and its financial...