Results 281 to 290 of about 15,148 (305)
Some of the next articles are maybe not open access.
Commodity Return Predictability
SSRN Electronic Journal, 2017The futures curve of an aggregate commodity portfolio is time-varying and changes from upward (contango) to downward sloping (backwardation) which implies negative or positive expected returns. The basis arises as a natural fundamental to predict commodity returns. However, the empirical evidence on the aggregate portfolio level is very weak.
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Short-Term Returns and the Predictability of Finnish Stock Returns [PDF]
Finnish Economic Papers, 1998 The predictability of Finnish stock returns is studied using the framework of Ferson and Harvey (1993). We use a conditional asset pricing model where risk premia and risk sensitivities are conditioned on a range of financial information variables.
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Predictability of cryptocurrency returns
2020Das Ziel dieser Arbeit ist die Vorhersagbarkeit der Renditen auf dem Markt der Kryptowährung zu studieren. Ich habe Automatic Portmanteau- und Wild Bootstrapped Automatic Variance Ratio-Tests auf tägliche Renditen von 467 Kryptowährungen angewendet, um zu testen, ob Renditen vorhersehbar sind.
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The illusion of oil return predictability: The choice of data matters!
Journal of Banking and Finance, 2022Thomas Conlon +2 more
exaly
Dynamic Attention Behavior Under Return Predictability
Management Science, 2020Daniel Andrei, Michael Hasler
exaly
Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both
North American Journal of Economics and Finance, 2022Zhuzhu Wen, Elie Bouri, Yahua Xu
exaly
The Disease Outbreak Channel of Exchange Rate Return Predictability: Evidence from COVID-19
Emerging Markets Finance and Trade, 2020Bernard Njindan Iyke
exaly
Stock market return predictability: A combination forecast perspective
International Review of Financial Analysis, 2022Jipeng Qi
exaly