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The bias in two-pass regression tests of asset-pricing models in presence of idiosyncratic errors with cross-sectional dependence

Gramespacher, Thomas; Bänziger, Armin - In: Review of Pacific Basin financial markets and policies 22 (2019) 2, pp. 1950012-1-1950012-17

Persistent link: https://www.econbiz.de/10012139945

Evaluation of forecasting accuracy of an equity valuation model : a case of ZEE

Kumar, Amit; Chaudhry, Shivani; Sao, Ameet - In: International journal of accounting, auditing and … 19 (2023) 2, pp. 234-249

Persistent link: https://www.econbiz.de/10014335303

Towards a deeper comprehension of unlevered betas in emerging markets : Gordon and a regression stock valuation model

Arana Barbier, Pablo José - In: International journal of economic policy in emerging … 17 (2023) 4, pp. 586-599

Persistent link: https://www.econbiz.de/10014340073

International stock return predictability under model uncertainty

Schrimpf, Andreas - In: Journal of international money and finance 29 (2010) 7, pp. 1256-1282

Persistent link: https://www.econbiz.de/10009239675

Valuation ratios and stock return predictability in South Africa : is it there?

Gupta, Rangan; Modise, Mampho P. - In: Emerging markets finance & trade : a journal of the … 48 (2012) 1, pp. 70-82

Persistent link: https://www.econbiz.de/10009620175

The efficiency of earnings forecast pricing

Hsu, Charles; Jin, Qinglu - In: Journal of accounting and public policy 33 (2014) 5, pp. 490-509

Persistent link: https://www.econbiz.de/10010418068

Beyond the central tendency : quantile regression as a tool in quantitative investing

Gowlland, Chris; Xiao, Zhijie; Zeng, Qi - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 106-119

Persistent link: https://www.econbiz.de/10003852144

International stock return predictability under model uncertainty

Schrimpf, Andreas (contributor) - 2008

excess returns weakens substantially, once model uncertainty is accounted for. We document notable differences in the degree …

Persistent link: https://www.econbiz.de/10003728591

Analysts' forecast dispersion and stock returns : a quantile regression approach

Li, Ming-yuan Leon; Wu, Jyong-Sian - In: The journal of behavioral finance : a publication of … 15 (2014) 3, pp. 175-183

Persistent link: https://www.econbiz.de/10011303211

Cascading logistic regression onto gradient boosted decision trees to predict stock market changes using technical analysis

Zhou, Feng; Zhang, Qun; Sornette, Didier; Jiang, Liu - 2018

In the data mining and machine learning fields, forecasting the direction of price change can be generally formulated as a supervised classfii cation. This paper attempts to predict the direction of daily changes of the Nasdaq Composite Index (NCI) and of the Standard & Poor's 500 Composite...

Persistent link: https://www.econbiz.de/10011900252