Search Results - subject:"predictability"

Online investor sentiment via machine learning

Cai, Zongwu; Chen, Pixiong - 2024

Persistent link: https://www.econbiz.de/10015076826

Stock return predictability using economic narrative : evidence from energy sectors

Ma, Tian; Lian, Ganghui; Zhang, Huajing - In: Journal of commodity markets : JCM 35 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015077283

Does macroeconomic predictability enhance the economic value of hedge funds to risk-averse investors?

Magnani, Monia - 2024

Persistent link: https://www.econbiz.de/10015078360

On the forecastability of agricultural output

Kyriazi, Foteini; Xylangouras, Efthymios; Papadogonas, … - In: Review of Economic Analysis : REA 16 (2024) 4, pp. 443-467

determinant factor of economic life. We consider the predictability of agricultural output based on a set of explanatory variables … agricultural output is predictable and, moreover, we identify the factors that, for the case of Greece, lead to such predictability …

Persistent link: https://www.econbiz.de/10015386812

Corruption and earnings quality : further evidence and exploration from Indonesia

Sudaryono, Eko Arief; Widarjo, Wahyu; Agung, Nur Probohudono - In: Cogent economics & finance 12 (2024) 1, pp. 1-22

earnings predictability. Corruption is gauged by the corruption per capita in the region where the firms are headquartered. The …

Persistent link: https://www.econbiz.de/10015374614

Investor search and asset prices

Hulley, Hardy; Liu, Leo; Phua, Kenny - 2024

Persistent link: https://www.econbiz.de/10015399489

Does the U.S. extreme indicator matter in stock markets? : international evidence

Jing, Xiaozhen; Xu, Dezhong; Li, Bin; Singh, Tarlok - In: Financial innovation : FIN 10 (2024), pp. 1-27

predictability. …

Persistent link: https://www.econbiz.de/10015361591

Beyond carry: the prospective interest rate differential and currency excess returns

Dong, Mengmeng; Goto, Shingo; Hou, Kewei; Yan, Xu; … - 2024

Persistent link: https://www.econbiz.de/10014475701

Whose option ratios contain information about future stock prices?

Koo, Bonha; Kim, Ryumi - In: Journal of derivatives and quantitative studies : … 32 (2024) 1, pp. 58-81

predictability of P/C depends on the investors: institutional and individual investors' P/C ratios are not related to returns, but …

Persistent link: https://www.econbiz.de/10014497179

Limits of arbitrage and their impact on market efficiency : evidence from China

Chen, Jian; Haboub, Ahmad; Khan, Ali - In: Global finance journal 59 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014545142