Results 21 to 30 of about 82,302 (43)

Economic Policy Uncertainty Versus Sector Volatility: Evidence from India Using Multi-scale Wavelet Granger Causality Analysis

Journal of Emerging Market Finance, 2022
The present study examines the relationship between Indian economic policy uncertainty (IEPU) and the different sector volatilities (SVs) of the Indian economy over the period 2006–2021.
Vamsidhar Ambatipudi, Dilip Kumar
semanticscholar   +1 more source

The retirement puzzle

Australian Journal of Management, 2021
The present-day retirees may not be as well off as they expect to be during their retirement. Given the current state of the world – higher life expectancy, close to zero real interest rate and the economic turmoil caused by Covid-19 pandemic, a ...
Ummul Ruthbah
semanticscholar   +1 more source

A Global Version of Samuelson’s Dictum

Social Science Research Network, 2021
Samuelson’s Dictum refers to the conjecture that there is more informational inefficiency at the aggregate stock market level than at the individual stock level.
Yaqing Xiao, Hongjun Yan, Jinfan Zhang
semanticscholar   +1 more source

Local-Thinking Bias

Accounting Review
Local-thinking bias, wherein agents overweight information that comes readily to mind, is a prominent finding in cognitive psychology. In this study, we investigate local-thinking bias in the context of sell-side analysts and measure each analyst’s ...
E. dehaan, Charles M. C. Lee, Wei Ting Loh   +2 more
semanticscholar   +1 more source

Pricing Implications of Covariances and Spreads in Currency Markets

Review of Asset Pricing Studies, 2021
We introduce a covariance and spread (i.e., exchange rate forward discount) adjusted carry factor that prices the cross-section of FX market returns, where many other single- and multifactor models fail.
T. Maurer, Thuy-Duong Tô, Ngoc-Khanh Tran   +2 more
semanticscholar   +1 more source

Short-Term Stock Price Prediction Based on Single and Stacking Machine Learning Models

Global Conference on Business and Social Sciences Proceeding
As the investment environment improves, people are increasingly eager to purchase financial products with idle funds. Securities companies have become the preferred choice for buying financial products. The current accuracy of stock predictions relies on
Wenchuan Sun, Chia Yean Lim, Fengqi Guo, Sau Loong Ang   +3 more
semanticscholar   +1 more source

Voluntary Disclosure Quality and Analyst Coverage

Accounting Review
Prior work documents that managers increase the quantity of earnings guidance provided after exogenously losing coverage from an equity analyst. I examine how analysts influence guidance quality.
James D. Warren
semanticscholar   +1 more source

How Often Do Managers Withhold Information?

Accounting Review, 2019
We estimate a dynamic model of voluntary disclosure, using annual management forecasts of earnings, that features a manager with price motives and an uncertain, but persistent, information endowment.
J. Bertomeu, Paul Ma, I. Marinovic
semanticscholar   +1 more source

The Characteristics, Valuation Methods, and Information Use of Valuation Specialists

Accounting Horizons, 2020
We provide insights into the inputs and valuation models used by valuation specialists. We survey 172 valuation specialists and conduct several follow-up interviews covering various topics, including the valuation inputs, models, and industry ...
Kristian D. Allee, Devon Erickson, Adam M. Esplin, T. Yohn   +3 more
semanticscholar   +1 more source

Fast and Slow Arbitrage: The Predictive Power of (Persistent) Capital Flows for Factor Returns

The Review of financial studies
We document that persistent aggregate capital flows to hedge and mutual funds predict monthly factor returns with an out-of-sample R  2 reaching 6.6%. Transient flows display no such power despite being more predictable.
Xi Dong, Namho Kang, Joel Peress
semanticscholar   +1 more source