Studying investor’s behavior in selecting technology levels and Stock return predictability by incorrect pricing theory. [PDF]
فصلنامه بورس اوراق بهادار, 2021 The goal of this study is to separate investor’s role based on risky and no risky approach on share return predictability on the basis of technology different levels.
Leila shirnejhad +2 more
doaj +1 more source
Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models [PDF]
Social Science Research Network, 2023 We document the capability of large language models (LLMs) like ChatGPT to predict stock market reactions from news headlines without direct financial training.
Alejandro Lopez-Lira, Yuehua Tang
semanticscholar +1 more source
Managerial Overconfidence, Firm’s Profitability, and Its Predictability [PDF]
مطالعات تجربی حسابداری مالی, 2023 This study examines the effects of firms’ chief executive officers’ overconfidence on firms’ profitability and its predictability. The study’s hypotheses about positive significant chief executive officers’ overconfidence on profitability and its ...
Mehdi Nikravesh
doaj +1 more source
Investors’ risk perception in the context of efficient market hypothesis: A conceptual framework for malaysian and indonesian stock exchange [PDF]
SHS Web of Conferences, 2021 The advocates of the Efficient Market Hypothesis (EMH) theory postulates that share prices depict all the available information concerning its intrinsic worth. EMH espouses the Random Walk Theory i.e.
Emad Azhar Ali Syed +2 more
doaj +1 more source
Time-Varying Return Predictability in the Chinese Stock Market [PDF]
Reports in Advances of Physical Sciences, 2017 China’s stock market is the largest emerging market in the world. It is widely accepted that the Chinese stock market is far from efficiency and it possesses possible linear and nonlinear dependencies.
Huai-Long Shi +2 more
doaj +1 more source
Earnings quality measures and stock return volatility in South Africa
Future Business Journal, 2022 This paper examined the association between various measures of earnings quality and stock return volatility of Johannesburg Stock Exchange (JSE)-listed companies for 10 years from 2009 to 2018.
Nyanine Chuele Fonou-Dombeu +3 more
doaj +1 more source
Elusive return predictability: Discussion [PDF]
International Journal of Forecasting, 2008 Discussion of: Timmermann, Allan, (2008). Elusive return predictability, in International Journal of Forecasting, Volume 24, Issue 1, January-March 2008, pp. 1-18.
Hendry, D, Reade, J
openaire +2 more sources
Loan loss provisions and return predictability: A dynamic perspective
China Journal of Accounting Research, 2022 This paper examines the impact of loan loss provisions (LLPs) on return predictability during 1994–2017. We find that on average, LLPs are negatively associated with one year ahead stock returns.
Phoebe Gao +3 more
doaj +1 more source
Do average higher moments predict aggregate returns in emerging stock markets? [PDF]
Journal of Asian Business and Economic Studies, 2022 Purpose – It has been demonstrated in the US market that expected market excess returns can be predicted using the average higher-order moments of all firms. This study aims to empirically test this theory in emerging markets. Design/methodology/approach
Sumaira Chamadia +2 more
doaj +1 more source
The Illusion of Oil Return Predictability: The Choice of Data Matters!
Social Science Research Network, 2021 Previous studies document statistically significant evidence of crude oil return predictability by several forecasting variables. We suggest that this evidence is misleading, and follows from the common use of within-month averages of daily oil price ...
T. Conlon +2 more
semanticscholar +1 more source