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Risk estimation via regression
Broadie, Mark; Du, Yiping; Moallemi, Ciamac C. - In: Operations research 63 (2015) 5, pp. 1077-1097
Persistent link: https://www.econbiz.de/10011397803
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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
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Downside Risk Vs Upside Uncertainty : Application of Quantile Regression in Investment Analysis
Rehman, Seema; Sharif, Saqib - 2022
This paper examines the implications for risk taking in an emerging stock market, viz., Pakistan Stock Exchange (PSX), using tools that specifically account for the asymmetries. We perform sectoral level price data analysis to infer how investors behaved during various states of stock market...
Persistent link: https://www.econbiz.de/10013297453
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Determining consumer purchase intention toward counterfeit luxury goods based on the perceived risk theory
Canguende-Valentim, Cláudio Félix - In: Handbook of research on new challenges and global …, (pp. 316-339). 2022
Persistent link: https://www.econbiz.de/10013171824
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On the predictability of global stock returns
Hjalmarsson, Erik (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002569991
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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
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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
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Can we automate earnings forecasts and beat analysts?
Ball, Ryan; Ghysels, Eric; Zhou, Huan - 2014
Persistent link: https://www.econbiz.de/10010440189
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Panel data tests of return models with applications to global stock returns
Hjalmarsson, Erik - 2005
Persistent link: https://www.econbiz.de/10003553376
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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