This paper explores French assets returns predictability within a VAR setup. Using quarterly data from 1970Q4 to 2006Q4 … predictability. …

The concept of causality introduced by Wiener (1956) and Granger (1969) is defined in terms of predictability one …

from high-frequency intraday, as opposed to daily, data. The magnitude of the predictability is particularly strong at the …

Current best practice in central banking views a high level of monetary policy predictability as desirable. A clear … distinction, however, has to be made between short-term and longer-term predictability. While short-term predictability can be … broader, ultimately more meaningful concept of longerterm predictability also encompasses the ability of the private sector to …

investigates the impact of surplus free cash flows (SFCF) on earnings predictability. Second, it investigates whether corporate … governance variables moderate the negative impact of SFCF on earnings predictability. Finally, this study examines whether the … Malaysian listed firms. Findings – This paper finds that firms with high SFCF experience less earnings predictability. It also …

Purpose – The purpose of this paper is to analyse the current rhetoric of predictability in investment theory. After … rhetoric equals the original rhetoric in the seminal work of Markowitz. The current rhetoric is based on predictability and … rational behaviour. The proposed new rhetoric for investment theory denies predictability. The new rhetoric aims to cope with …