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A new investor sentiment indicator (ISI) based on artificial intelligence : a powerful return predictor in China
Ruan, Qingsong; Wang, Zilin; Zhou, Yaping; Lv, Dayong - In: Economic modelling 88 (2020), pp. 47-58
Persistent link: https://www.econbiz.de/10012416839
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Investor sentiment and the prediction of stock returns : a quantile regression approach
Ma, Chen; Xiao, Shisong; Ma, Zonggang - In: Applied economics 50 (2018) 50, pp. 5401-5415
Persistent link: https://www.econbiz.de/10012062185
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Asset pricing with investor sentiment : on the use of investor group behavior to forecast ASEAN markets
French, Jordan - In: Research in international business and finance 42 (2017), pp. 124-148
Persistent link: https://www.econbiz.de/10011750198
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Payout yields and stock return predictability : how important is the measure of cash flow?
Eaton, Gregory W.; Paye, Bradley S. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1639-1666
Persistent link: https://www.econbiz.de/10011928400
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Market skewness and stock return predictability : new evidence from China
Feng, Yuqing; He, Mengxi; Zhang, Yaojie - In: Emerging markets, finance and trade : EMFT 60 (2024) 2, pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
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Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang; Fu, Tao; Long, Huaigang; Zaremba, Adam; … - In: Pacific-Basin finance journal 75 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
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Forecasting, valuation and portfolio returns of stock market evolution: problems, paradoxes and efficient information : worldwide implications and Romanian evidence
Turcaş, Florin; Dumiter, Florin Cornel; Brezeanu, Petre; … - In: Journal of business economics and management 21 (2020) 1, pp. 87-114
The purpose of this paper is to make a quantitative and qualitative critical analyse regarding the three important aspects of stock market evolution. First, the forecasting problems are presented and analyse in order to establish the main problems and the potential solutions. Second, the...
Persistent link: https://www.econbiz.de/10012176187
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On the determinants of pairs trading profitability
Jacobs, Heiko; Weber, Martin - In: Journal of financial markets 23 (2015), pp. 75-97
Persistent link: https://www.econbiz.de/10011377498
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Separating momentum from reversal in international stock markets
Walkshäusl, Christian; Weißofner, Florian; Wessels, Ulrich - In: The journal of asset management 20 (2019) 2, pp. 111-123
Persistent link: https://www.econbiz.de/10012059768
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Global risk aversion spillover dynamics and investors' attention allocation
Ceylan, Özcan - In: Annals of economics and finance 18 (2017) 1, pp. 99-109
Persistent link: https://www.econbiz.de/10012109974