Results 151 to 160 of about 1,538,519 (299)

Beta Forecasting With Realized Beta Estimators and Machine Learning Algorithms

Journal of Forecasting, EarlyView.
ABSTRACT This paper applies machine learning algorithms to the modeling of realized betas for the purposes of forecasting stock systematic risk. Higher levels of beta forecast accuracy are demonstrated, relative to other studies in the literature. These improvements are also highly significant, both statistically and economically.
Bao Doan, Dulani Jayasuriya, John B. Lee, Jonathan J. Reeves   +3 more
wiley   +1 more source

Perpetual Futures for Stocks: The SpaceX Pre-IPO Market. [PDF]

Entropy (Basel)
Gupta A, Polson NG.
europepmc   +1 more source

Loss‐Aware Forecast Construction for Realized Variance

Journal of Forecasting, EarlyView.
ABSTRACT Forecasts of realized variance are commonly constructed from models of log‐realized variance and then transformed back to the original scale. However, the resulting forecasts are often evaluated using loss functions defined in relative rather than absolute terms, creating a potential mismatch between forecast construction and forecast ...
Nick Taylor
wiley   +1 more source

Market Arbitrage of Cash Dividends and Franking Credits [PDF]

Since 1986 dividend imputation has influenced the ex-dividend day behaviour of Australian share prices. Between 1 April 1986 and 30 May 2004 the Government of the day introduced six major legislative amendments intent on improving the efficiency of the ...
D. Beggs, C.L. Skeels
core  

Integrating macroeconomic and technical indicators into forecasting the stock market: a hybrid approach for efficient feature selection. [PDF]

Sci Rep
Nabil A, Barakat S, Aboelfetouh A, Elhishi S.   +3 more
europepmc   +1 more source

The Impact of Domestic Public Health Spending on Health Outcomes in Sub‐Saharan Africa: Evidence From Disability‐Adjusted Life Years

The International Journal of Health Planning and Management, EarlyView.
ABSTRACT Sub‐Saharan Africa (SSA) continues to experience a high and uneven disease burden, mainly from HIV/AIDS, tuberculosis, and malaria. As external funding declines, the strategic allocation of domestic public health spending (DPHS) becomes crucial.
Wa Ntita Serge Kabongo, Josue Mbonigaba
wiley   +1 more source

Earnings and Dividend Announcements is there a Corroboration Effect? [PDF]

We examine abnormal stock returns surrounding contemporaneous earnings and dividend announcements in order to determine whether investors evaluate the two announcements in relation to each other.We find that there is a statistically significant ...
Young Ki Lee, Alan J. Marcus, Alex Kane
core  

Digital Divide or Compensatory Dividend? The Longitudinal Impact of Smart Health Monitoring on Intrinsic Capacity Trajectories. [PDF]

Healthcare (Basel)
Zhang B, Liu Y, Li S, Zhang L, Guo L.
europepmc   +1 more source

Artificial intelligence and liquidation: Reality, destiny and fantasy

International Insolvency Review, EarlyView.
Abstract Artificial intelligence (AI) is increasingly reshaping the administration of corporate liquidation. Beyond its established role in financial prediction and data analytics, AI is now assisting insolvency practitioners in identifying the onset of financial distress, managing creditor communications, tracing and valuing assets and enhancing ...
Kai Zhang, Jingchen Zhao
wiley   +1 more source

Assessing the investment risk: An empirical analysis of Altman's Z-score model. [PDF]

PLoS One
Ahmed KA, Fatima A, Sohail F, Jamal K.
europepmc   +1 more source