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Forecasting volatility using long memory and comovements : an application to option valuation under SFAS 123R
Jiang, George J.; Tian, Yisong Sam - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 503-533
Persistent link: https://www.econbiz.de/10003990715
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Stock price jumps and cross-sectional return predictability
Jiang, George J.; Yao, Tong - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1519-1544
Persistent link: https://www.econbiz.de/10010343638
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Time will tell : information in the timing of scheduled earnings news
Johnson, Travis L.; So, Eric - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2431-2464
Persistent link: https://www.econbiz.de/10012128037
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Network centrality and managerial market-timing ability
Evgeniou, Theodoros; Peress, Joël; Vermaelen, Theo; … - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 2, pp. 704-760
Persistent link: https://www.econbiz.de/10012805835
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Two trees with heterogeneous beliefs : spillover effect of disagreement
Han, Bing; Lu, Lei; Zhou, Yi - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1791-1819
Persistent link: https://www.econbiz.de/10012139954
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Do measures of investor sentiment predict returns?
Neal, Robert S.; Wheatley, Simon M. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 4, pp. 523-547
Persistent link: https://www.econbiz.de/10001256374
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Stock returns as predictors of interest rates and inflation
Titman, Sheridan - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10001063201
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Business cycles, regime shifts, and return predictability
Yang, Wei - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 7, pp. 3058-3084
Persistent link: https://www.econbiz.de/10014437961
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Resolving a paradox : retail trades positively predict returns but are not profitable
Barber, Brad M.; Lin, Shengle; Odean, Terrance - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 6, pp. 2547-2581
Persistent link: https://www.econbiz.de/10015156641
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Predicting glocal stock returns
Hjalmarsson, Erik - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 1, pp. 49-80
Persistent link: https://www.econbiz.de/10003984411