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Trading volume and time varying betas
Hrdlicka, Christopher - In: Review of finance : journal of the European Finance … 26 (2022) 1, pp. 79-116
Persistent link: https://www.econbiz.de/10012878872
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A simple nonlinear predictive model for stock returns
Cai, Biqing; Gao, Jiti - 2017
Persistent link: https://www.econbiz.de/10011782256
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Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.; Wang, You-Gan; Zhu, Min - In: Journal of empirical finance 62 (2021), pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
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Predictability in equity markets : estimation and inference
Kiss, Tamás - 2019
Persistent link: https://www.econbiz.de/10012292152
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Exploring forecast error and the informational content of implied volatility in the Taiwan market
Lee, Yen-Hsien; Lin, Chi-tai; Chiang, Shu-mei - In: Asia-Pacific journal of financial studies 41 (2012) 5, pp. 590-609
Persistent link: https://www.econbiz.de/10009665556
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Analysts' use of dividends in earnings forecasts
Das, Somnath; Schaberl, Philipp D.; Sen, Pradyot K. - In: Review of accounting studies 29 (2024) 2, pp. 1192-1234
Persistent link: https://www.econbiz.de/10015133630
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Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao; Wu, Chongfeng; Xu, Weidong - In: International journal of forecasting 31 (2015) 3, pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
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Theoretical and empirical estimates of mean-variance portfolop sensitivity
Palczewski, Andrej; Palczewski, Jan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 402-410
Persistent link: https://www.econbiz.de/10010356745
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Time-varying factor models for equity portfolio management
Ebner, Markus - 2007
Persistent link: https://www.econbiz.de/10003666905