Search Results - subject_exact:"Security analysis"

A predictive analytics approach for forecasting global stock index returns using deep learning techniques

Hu, Liang; Shen, Yinru - 2026

Accurately predicting stock index returns remains a critical yet complex task due to the inherent volatility of financial markets and the intricate temporal dependencies within financial time series. This study presents a robust machine learning framework to forecast the relative returns of...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654339

Establishment-level life cycle and analysts' forecasts

Basu, Sudipta; Dai, Xin; Lee, Caroline - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609751

Forecasting stock market behavior in BRICS economies using artificial neural machine learning models

Panigrahi, Shrikant; Kukreja, Gagan; Kumaraswamy, Sumathi - 2026

Purpose - This study aims to forecast the stock market behavior of BRICS nations (Brazil, Russia, India, China and South Africa) using advanced machine learning models. The focus is on identifying market trends, predicting future index prices and analyzing returns. Design/methodology/approach -...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015592502

A momentum-based normalization framework for generating profitable analyst sentiment signals

McCarthy, Shawn; Alaghband, Gita - 2026

The diverse rating scales used by brokerage firms pose significant challenges for aggregating analyst recommendations in financial research. We develop a momentum-based normalization framework that transforms heterogeneous rating changes into standardized sentiment signals using firm-relative,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015591134

Machine learning mutual fund flows

Fausch, Jürg; Frigg, Moreno; Ruenzi, Stefan; Weigert, … - 2026 - This draft: May 03, 2025

We present improved out-of-sample predictability of future fund flows using state-of-the-art machine learning methods. Nonlinear machine learning models significantly outperform linear models in terms of out-of-sample R-squared. Using interpretable ML methods, we identify past flows and the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015605608

Employer expectations of business analysts : knowledge and insights from job offer analysis

Kowalska-Styczeń, Agnieszka; Juszczyk, Kinga - 2026

This study analyzed 1480 job advertisements for business analysts using natural language processing (NLP) and sentiment analysis. While confirming the demand for technical, analytical and communication skills, the study reveals important patterns that expand upon existing knowledge....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015606812

How effective is mamba-augmented transformer for stock market price forecasting?

Shuvo, Md Shahria Sarker; Adib, Awsaf Tausif; Emon, Md … - 2026

Stock price forecasting remains challenging due to the non-linear, noisy, and non-stationary nature of financial time series. Although LSTMs and Transformer-based models have improved sequential modeling, their ability to scale efficiently to long financial sequences remains limited. Recently,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015628622

Analyst career concerns and stock price crash risk

Ali, Muhammad Jahangir; Azam, Md. Saiful; Baghdadi, Ghasan - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015640965

Fundamental growth

Arnott, Rob; Brightman, Chris; Harvey, Campbell R.; Que … - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015647191

ESG expertise and analysts' roles in capital markets

Wei, Yixin (Lucy); Cahan, Steven F.; Chen, Li - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015647541

Predicting stock market trends using convolutional neural networks : a deep learning approach

Özkul, Ege - 2026

Technical analysis aims to predict stock returns based on price and volume patterns and has seen growing adoption of machine learning methods. However, most approaches rely on hand-crafted features. This paper investigates whether deep learning applied to stock chart images can predict future...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015652027

A Macroeconomic Perspective on Stock Market Valuation Ratios

Atkeson, Andrew; Heathcote, Jonathan; Perri, Fabrizio - 2026

Traditional valuation metrics for the U.S. stock market based on a comparison of the aggregate market value of U.S. corporations to measures of dividends, earnings, output, and the replacement cost of measured capital have been above historical norms for the past 25-30 years. Will they return to...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015593823

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A macroeconomic perspective on stock market valuation ratios

Atkeson, Andrew; Heathcote, Jonathan; Perri, Fabrizio - 2026

Book / Working Paper

Do sell-side analysts’ recommendations consider business strategy in their evaluation? : what is the role of corporate governance?

Alazzani, Abdulsamad - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668956

Wavelet-enhanced multimodel framework for stock market forecasting : a comprehensive analysis across market regimes

Okşak, Yüksel; Büyükkör, Yasin; Sarıtaş, Tufan - 2026

In this study, we develop a hybrid forecasting framework that integrates discrete wavelet transform with multiple machine and deep learning architectures to address nonlinearity and regime-dependent dynamics in financial markets. Log-return series using daily data from the BIST 100, S&P 500, and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015664858

Industry-specific equity valuation practices : evidence from South African equity research reports

Moyo, Vusani; Kayiira, Joseph; Obadire, Ayodeji Michael - 2026

Valuation methodologies vary across industries because firms differ in capital intensity, asset life, earnings stability, and exposure to risk. This study examines the valuation approaches used by South African equity analysts across the diversified mining, platinum group metals mining, gold...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015676655

Equity valuation without DCF

Cho, Thummim; Polk, Christopher; Rogers, Robert - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016060053

State-dependent value of news sentiment in S&P 500 direction forecasting

Bajgai, Prabin; Zhou, Zhaoxian - 2026

Next-day S&P 500 direction forecasting matters for allocation, hedging, and risk management because broad-index movements transmit quickly across portfolios. Does structured news sentiment help predict next-day S&P 500 direction? We test four feature sets over 2008-2023 in an ablation sequence:...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016061364

On the predictability of ETF returns with technical predictors

Gong, Zihan; Müller, Sebastian - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016070960

Crimes against campbell-shiller

Ben-David, Itzhak; Chinco, Alex - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016071221

Corporate ESG performance and the capital market's information environment : evidence from analysts' forecasts

Chen, Wanyi; Xie, Zilin; Huang, Mengqi - 2025

The role of ESG is not confined to investments, but extends to the influence it exerts on capital markets. This study investigates the impact of corporate ESG performance on the information environment. Our results show that as companies demonstrate higher ESG performance, there is a significant...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015618498

Coevolution of stock prices and their perceived fundamental value

Mignot, Sarah - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015593679

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Coevolution of stock prices and their perceived fundamental value

Mignot, Sarah - 2025

Book / Working Paper

A Smart optimization model for reliable signal detection in financial markets using ELM and blockchain technology

Kumar, Deepak; Pawar, Priyanka Pramod; Addula, Santosh Reddy - 2025

This study proposes a novel approach to improve the reliability of trading signals for gold market prediction by integrating technical analysis indicators, Moving Averages (MAs), MACD, and Ichimoku Cloud, with a Particle Swarm-Optimized Extreme Learning Machine (PSO-ELM). Traditional time-series...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015548924

Do analysts underreact to pension underfunding? : evidence from forecast bias and funding ratios of DB plans in Korea

Noh, Jung Hee; Park, Heejin - 2025

This study aims to empirically investigate the relationship between the funding status of defined benefit (DB) pension plans and the forecast bias of financial analysts. While prior research has documented the impact of pension underfunding on firm performance, investment efficiency and firm...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015549110

Explaining and predicting momentum performance shifts across time and sectors

Mamais, Konstantinos; Thomakos, Dimitrios D.; Vlamis, … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015374212

The cross-board spillover effect of innovation information : establishment of the Star Market and Main Board analyst forecasts

Jiang, Chengxin; Bin, Liu; He, Wenjing - 2025

Studies show that innovation information disclosed by listed firms affects the decision of non-listed firms and their stakeholders. This paper explores whether innovation information disclosed within a specific list board (i.e., market) also spills over to other list boards. Based on the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015374260

Improving momentum returns using generalized linear models

Zeng, Hui; Marshall, Ben R.; Nguyen, Nhut; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015374825

The impact of combating bribery and corruption report assurance on financial analysts' decisions

Quick, Reiner; Yalçın, Neriman - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015375232

How to improve quality investing

Otero-González, Luis; Durán Santomil, Pablo; Vieito, … - 2025

In this article, we evaluate the relationship between quality investing combined with Economic Moat, ESG (Environmental, Social and Governance) and analyst opinions over the period 2014-2020 based on a data set comprising 803 US stocks. Performance is evaluated using several metrics (returns and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015375408

Analyzing and forecasting P/E ratios using investor sentiment in panel data regression and LSTM models

Dolaeva, Aishat; Beliaeva, Uliana; Grigoriev, Dmitry; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015330658

Using futures prices and analysts' forecasts to estimate agricultural commodity risk premiums

Cortazar, Gonzalo; Ortega, Hector; Pérez, José Antonio - 2025

This paper presents a novel 5-factor model for agricultural commodity risk premiums, an approach not explored in previous research. The model is applied to the specific cases of corn, soybeans, and wheat. Calibration is achieved using a Kalman filter and maximum likelihood, with data from...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015331232

Earnings informativeness, debt financing, and managerial characteristics

Chen, Li-Yu; Chen, Jing-Chi; Li, Chun-Ming - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015331884

Towards economic sustainability : a comprehensive review of artificial intelligence and machine learning techniques in improving the accuracy of stock market movements

Rezaei, Atoosa; Abdellatif, Iheb; Umar, Amjad - 2025

Accurately predicting stock market movements remains a critical challenge in finance, driven by the increasing role of algorithmic trading and the centrality of financial markets in economic sustainability. This study examines the incorporation of artificial intelligence (AI) and machine...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015338324

Fee-oriented strategies, ownership structure and analyst forecast accuracy in the hospitality industry

Poretti, Cedric; Aoun, Adam; Singal, Manisha - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015193304

Influence and predictive value of seeking alpha articles

Breuer, Wolfgang; Knetsch, Andreas; Sachsenhausen, Eric - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015195246

Analyst forecasts, managerial learning, and corporate investment

Hu, Yaqin; Zhang, Yuan - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015358921

Special Issue "financial analysis, corporate finance and risk management"

Santos, Eulália; Oliveira, Margarida Freitas - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015358939

Momentum mechanisms under heterogeneous beliefs

Yan, Yu; Tong, Yan; Wang, Yiming - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015359778

Which opinion is more trustworthy : an analysts' earnings forecast quality assessment framework based on machine learning

Song, Yingying; Chen, Xinxin - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015359902

Can digital transformation of enterprise improve the information environment of the capital market? : evidence from Analyst's perspective

Li, Shu; Zhang, Xiaoyun - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015326617

Do hedge fund clients of prime brokers front-run their analysts?

Chen, Bing; Kazemi, Maziar M.; Yang, Xiaohui - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015326950

ESG rating adjustment and capital market pricing efficiency : evidence from China

Ruan, Lei; Li, Jianing; Huang, Siqi - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015327567

Managers' staging of earnings conference calls around actual share repurchases

Duong, Hong Kim; Do, Chuong; Do, Huy N. - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015395014

EPS-motivated share repurchases and wealth transfer

Mashruwala, Christina; Mashruwala, Shamin - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015395069

A novel predictive analytics model for forecasting short-term trends in equity assets prices

Achury-Calderón, Fabián; Arredondo, John A.; Sánchez … - 2025

This paper introduces a new predictive analytics model for forecasting stock price trends in financial assets traded on major stock exchanges worldwide and the Colombian Stock Exchange. The model is built on a probability space definition that consists of a measurable space derived from...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015420111