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A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information : a binary quantile regression approach
Li, Ming-yuan Leon; Miu, Peter - In: Journal of empirical finance 17 (2010) 4, pp. 818-833
Persistent link: https://www.econbiz.de/10009267241
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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
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Identification of corporate distress in UK industrials : a conditional probability analysis approach
Lin, Lin; Piesse, Jenifer - In: Applied financial economics 14 (2004) 2, pp. 73-82
Persistent link: https://www.econbiz.de/10001909655
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The identification of corporate distress : a conditional probability analysis approach
Lin, Lin; Piesse, Jenifer - 2001
Persistent link: https://www.econbiz.de/10001602284
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An empirical study of forecasting power of turnover and book-to-price for stock returns in Taiwan
Sheu, Her-jiun; Ku, Kuang-ping - In: Advances in Pacific Basin financial markets 5 (1999), pp. 325-336
Persistent link: https://www.econbiz.de/10001493562
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Causalities between sentiment indicators and stock market returns under different market scenarios
Sheu, Her-jiun; Lu, Yang-cheng; Wei, Yu-chen - In: The international journal of business and finance … 4 (2010) 1, pp. 159-171
Persistent link: https://www.econbiz.de/10003955716
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Can economic policy uncertainty predict exchange rate volatility? : new evidence from the GARCH-MIDAS model
Zhou, Zhongbao; Fu, Zhangyan; Jiang, Yong; Zeng, Ximei; … - In: Finance research letters 34 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012436939