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A machine learning approach to univariate time series forecasting of quarterly earnings
Fischer, Jan Alexander; Pohl, Philipp; Ratz, Dietmar - In: Review of quantitative finance and accounting 55 (2020) 4, pp. 1163-1179
Persistent link: https://www.econbiz.de/10012304132
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A time-series model of stock returns with a positive short-term correlation and a negative long-term correlation
Khil, Jaeuk; Lee, Bong-Soo - In: Review of quantitative finance and accounting 18 (2002) 4, pp. 383-404
Persistent link: https://www.econbiz.de/10001677090
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Predicting expected idiosyncratic volatility : empirical evidence from ARFIMA, HAR, and EGARCH models
Xiao, Chuxuan; Huang, Winifred; Newton, David P. - In: Review of quantitative finance and accounting 63 (2024) 3, pp. 979-1006
Persistent link: https://www.econbiz.de/10015178466
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The contextual nature of the predictive power of statistically-based quarterly earnings models
Lorek, Kenneth S.; Willinger, G. Lee - In: Review of quantitative finance and accounting 28 (2007) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003410799
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Statistically based quarterly earnings expectation models for nonseasonal firms
Lorek, Kenneth S.; Willinger, G. Lee; Bathke, Allen W. - In: Review of quantitative finance and accounting 31 (2008) 1, pp. 105-119
Persistent link: https://www.econbiz.de/10003711409
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Accrual usage to manage earnings toward financial analysts' forecasts
Bannister, James W.; Newman, Harry A. - In: Review of quantitative finance and accounting 7 (1996) 3, pp. 259-278
Persistent link: https://www.econbiz.de/10001467574
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Voluntary causal disclosures : tendencies and capital market reaction
Baginski, Stephen P.; Hassell, John M.; Hillison, William A. - In: Review of quantitative finance and accounting 15 (2000) 4, pp. 371-389
Persistent link: https://www.econbiz.de/10001543494
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Financial analysts' earnings forecast dispersion and intraday stock price variability around quarterly earnings announcements
Lobo, Gerald J.; Tung, Samuel S. - In: Review of quantitative finance and accounting 15 (2000) 1, pp. 137-151
Persistent link: https://www.econbiz.de/10001522435
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Improving the precision of analysts' earnings forecasts by adjusting for predictable bias
Han, Bong H.; Manry, David; Shaw, Wayne H. - In: Review of quantitative finance and accounting 17 (2001) 1, pp. 81-98
Persistent link: https://www.econbiz.de/10001748140
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Market imperfection as the cause of accounting income smoothing-the case of differential capital access
Srinidhi, Bin; Ronen, Joshua; Maindiratta, Ajay - In: Review of quantitative finance and accounting 17 (2001) 3, pp. 283-300
Persistent link: https://www.econbiz.de/10001748165