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Autocorrelation in an unobservable global trend : does it help to forecast market returns?

Peresetsky, Anatoly A.; Yakubov, Ruslan I. - In: International journal of computational economics and … 7 (2017) 1/2, pp. 152-169

Persistent link: https://www.econbiz.de/10011713553

Does integrated reporting matter to the capital market?

Zhou, Shan; Simnett, Roger; Green, Wendy - In: Abacus : a journal of accounting, finance and business … 53 (2017) 1, pp. 94-132

Persistent link: https://www.econbiz.de/10011670402

Integration or fragmentation : a closer look at euro area financial markets

Feldkircher, Martin; Klieber, Karin - In: Handbook of financial integration, (pp. 443-469). 2024

Persistent link: https://www.econbiz.de/10015078666

Time-varying risk premia in large international equity markets

Chaieb, Ines; Langlois, Hugues; Scaillet, Olivier - 2018

Persistent link: https://www.econbiz.de/10011876090

Predicting a win by a small margin : the effect of graphic scaling in published polls on voters' predictions

Shalev, Edith; Peer, Eyal - In: Journal of behavioral decision making 36 (2023) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10014337235

Forecasting with Distributional Scaling

Jacobsen, Brian - 2009

prices will change in the future. Most capital market assumptions used in portfolio construction are based on retrospective …

Persistent link: https://www.econbiz.de/10013152961

A new approach to capacity scaling augmented with unreliable machine learning predictions

Rutten, Daan; Mukherjee, Debankur - In: Mathematics of operations research 49 (2024) 1, pp. 476-508

Persistent link: https://www.econbiz.de/10014527953

Stock return predictability and market integration : the role of global and local information

McMillan, David G. - In: Cogent economics & finance 4 (2016) 1, pp. 1-18

stock returns. We expand this line of research, following work on market integration, to include a more general definition … the principal components based factors to a US return factor and local market only factors, as well as the historical mean … three counts. First, to academics interested in understanding the dynamics asset price movement. Second, to market …

Persistent link: https://www.econbiz.de/10011487829

The mechanisms of information integration in experimental prediction markets

Jolly, Richard D.; Zwick, Martin; Wakeland, Wayne; … - In: International journal of economics and business research 9 (2015) 1, pp. 100-129

Persistent link: https://www.econbiz.de/10011332880

A simple linear test of the integration in corporate bond markets

Panda, Ruchira; Bag, Dinabandhu - In: Copernican Journal of Finance & Accounting : CJF&A 9 (2020) 4, pp. 77-85

Persistent link: https://www.econbiz.de/10012607925