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Technical trading index, return predictability and idiosyncratic volatility

Ma, Yao; Yang, Baochen; Su, Yunpeng - In: International review of economics & finance : IREF 69 (2020), pp. 879-900

Persistent link: https://www.econbiz.de/10012487457

Investor sentiment, realized volatility and stock returns

Abdelmalek, Wafa - In: Review of behavioral finance : RBF 14 (2022) 5, pp. 668-700

Persistent link: https://www.econbiz.de/10013453743

Explaining and forecasting abnormal returns and volume by investor sentiment indicators

Lis, Szymon; Slepaczuk, Robert; Sakowski, Paweł - 2024

Persistent link: https://www.econbiz.de/10015372745

Asset valuation impact of investor sentiment : a revised Fama-French five-factor model

Dhaoui, Abderrazak; Bensalah, Nesrine - In: The journal of asset management 18 (2017) 1, pp. 16-28

Persistent link: https://www.econbiz.de/10011592756

ESG performance and stock idiosyncratic volatility

Liu, Dayong; Gu, Kaiyuan; Hu, Wenhua - In: Finance research letters 58 (2023) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10014583553

Breaking bad trends

Goulding, Christian L.; Harvey, Campbell R.; Mazzoleni, … - In: Financial analysts journal : FAJ 80 (2024) 1, pp. 84-98

Persistent link: https://www.econbiz.de/10014576152

The "fear index" and the effectiveness of the Piotroski model

Woodley, Melissa; Jones, Steven T.; Reburn, James P. - In: Quarterly journal of finance & accounting : QJFA 57 (2019) 1/2, pp. 107-126

Persistent link: https://www.econbiz.de/10012040831

An analysis of volatility and risk-adjusted returns of ESG indices in developed and emerging economies

Gupta, Hemendra; Chaudhary, Rashmi - In: Risks : open access journal 11 (2023) 10, pp. 1-18

The importance of Environmental, Social, and Governance (ESG) aspects in investment decisions has grown significantly in today's volatile financial market. This study aims to answer the important question of whether investing in ESG-compliant companies is a better option for investors in both...

Persistent link: https://www.econbiz.de/10014393124

Volatility shifts and persistence in variance : evidence from the sector indices of Istanbul Stock Exchange

Çağlı, Efe Çağlar; Mandacı, Pınar Evrım; … - In: International journal of economic sciences and applied … 4 (2011) 3, pp. 119-140

This study examines the impact of volatility shifts on volatility persistence for three major sector indices of Istanbul Stock Exchange (ISE) and ISE National 100 index over the period beginning from 1997 and ending in 2009. The exponential generalized autoregressive conditional...

Persistent link: https://www.econbiz.de/10009501246

Methoden zur Modellierung von Renditezeitreihen am Beispiel des Deutschen Aktienindex

2012 - 1. Aufl.

Persistent link: https://www.econbiz.de/10009503897