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Can financial uncertainty forecast aggregate stock market returns?

Henry, Ólan Thomas John; Kerestecioglu, Semih; Pybis, Sam - In: Financial markets, institutions & instruments 33 (2024) 2, pp. 91-111

Persistent link: https://www.econbiz.de/10014532257

Twitter-based market uncertainty and global stock volatility predictability

Ma, Yong; Li, Shuaibing; Zhou, Mingtao - 2025

Persistent link: https://www.econbiz.de/10015337993

Expected returns and risk in the stock market

Brennan, Michael J.; Taylor, Alex P. - In: Journal of empirical finance 72 (2023), pp. 276-300

Persistent link: https://www.econbiz.de/10014476857

Expectation dispersion, uncertainty, and the reaction to news

Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020

Releases of key macroeconomic indicators are closely watched by financial markets. We investigate the role of expectation dispersion and economic uncertainty for the stock-market reaction to indicator releases. We find that the strength of the financial market response to news decreases with the...

Persistent link: https://www.econbiz.de/10012404549

Expectation dispersion, uncertainty, and the reaction to news

Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020

Persistent link: https://www.econbiz.de/10012404647

Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data

Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244

Persistent link: https://www.econbiz.de/10014326299

Bekiros, Stelios; Loukeris, Nikolaos; Eleftheriadis, … - In: Computational economics 53 (2019) 2, pp. 783-816

Persistent link: https://www.econbiz.de/10012134868

Can US trade policy uncertainty help in predicting stock market excess return?

Li, Dakai; Zhang, Fan; Li, Xuezhi - In: Finance research letters 49 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013479261

High-temperature exposure risk, corporate performance and pricing efficiency of the stock market

Chen, Guojin; Chen, Wenpeng; Wang, Jiaqi; Zhao, Xiangqin - In: Accounting and finance 63 (2023) 3, pp. 3553-3583

Persistent link: https://www.econbiz.de/10014375349

Uncertainty of Macroeconomic Forecasters and the Prediction of Stock Market Bubbles

Herwartz, Helmut - 2014

We assess the contribution of macroeconomic uncertainty - approximated by the dispersion of the real GDP survey forecasts - to the ex post and ex ante prediction of stock price bubbles. For a panel of six OECD economies covering 24 years, two alternative binary chronologies of bubble periods are...

Persistent link: https://www.econbiz.de/10013048399