Results 31 to 40 of about 82,302 (43)

Analyst Rational Inattention: Evidence from CEO Turnover Events

Accounting Review
We consider the dynamics of analyst inattention by investigating how analysts allocate their attention when a firm in their portfolio experiences CEO turnover. Our analysis shows that analysts tend to divert their attention toward firms that experience
R. Godwin, Theodore H. Goodman, R. C. Small   +2 more
semanticscholar   +1 more source

Equity Price Risk of Commercial Banks in India

Arthaniti-Journal of Economic Theory and Practice, 2022
This study is directed at gauging the equity price risk of the Indian commercial banks for the period 2003–2020. Parametric value-at-risk (VaR) is employed to estimate the downside risk.
N. Das, B. Rout
semanticscholar   +1 more source

The Role of Trust in Information Processing: Evidence from Security Analysts

Accounting Review, 2019
Does an equity analyst's trust in others impact the processing of information from outside sources? We investigate this question using a measure of trust based on surveys conducted in analysts' countries of origin.
Vineet Bhagwat, Xiaoding Liu
semanticscholar   +1 more source

Valuation and Returns on Stock Return Volatility

Accounting Review
This paper provides an accounting-based valuation model that predicts that cross-sectional variation in firm-level returns to investments in both stock and stock return volatility are related to cross-sectional variation in firm-level fundamentals. The
Matthew R. Lyle, J. Naughton
semanticscholar   +1 more source

Predicting the Equity Premium with Combination Forecasts: A Reappraisal

Review of Asset Pricing Studies
This paper reappraises the usefulness of combining individual forecasts for predicting the U.S. equity premium. For comparison, we also consider penalized regression and dimension reduction approaches.
Sebastian Denk, Gunter Löffler
semanticscholar   +1 more source

Does the BEER Predict the Indian Stock Market?

The Indian Economic Journal
This article critically analyses the time series relationship between bonds and stock yield for the valuation of the National Stock Exchange (NSE) of India.
Neha Seth, Y. Kumar
semanticscholar   +1 more source

Forecasting and asymmetric volatility modeling of sustainability indexes in India

, 2020
How to cite this paper: Malik, C., & Yadav, S. (2020). Forecasting and asymmetric volatility modeling of sustainability indexes in India. Corporate Governance and Sustainability Review, 4(1), 56-64.
Chirag Malik, Sonal Yadav
semanticscholar   +1 more source

Stock Price Movements: Business-Cycle and Low-Frequency Perspectives

Review of Asset Pricing Studies, 2020
We find that a business-cycle component of the aggregate dividend yield strongly predicts short-term aggregate dividend growth and consumption growth, whereas its low-frequency counterpart significantly forecasts long-horizon market returns.
Chunhua Lan
semanticscholar   +1 more source

Pockets of Risk in European Housing Markets: Then and Now

Social Science Research Network, 2019
Using household survey data, we document evidence of a loosening of credit standards in Euro area countries that experienced a property price boom-and-bust cycle. Borrowers in these countries exhibited significantly higher loan-to-value (LTV) and loan-to-
Jane Kelly, Julia Le Blanc, R. Lydon
semanticscholar   +1 more source

Growth Forecasts and News About Monetary Policy

Social Science Research Network, 2020
I study the relationship between GDP growth forecasts by the Blue Chip professionals and news about monetary policy, defined as 30-minute changes in bond yields around scheduled Federal Open Market Committee (FOMC) announcements.
Nina Karnaukh
semanticscholar   +1 more source