Results 261 to 270 of about 44,427 (315)
Evidence for Nonlinear Asymmetric Causality in U.S. Inflation, Metal and Stock Returns
, 2007 Dimitrios HristuâVarsakelis +1 more
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SSRN Electronic Journal, 2022
PurposeThe authors explore how the sentiment expressed by emojis in comments on stocks is associated with the stocks' subsequent returns.Design/methodology/approachBy applying our own analyzer, the authors find a sentiment effect of emojis on stocks returns separately to the plain text-expressed sentiment in Reddit posts about meme stocks such as ...
Felix Reschke, Jan-Oliver Strych
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PurposeThe authors explore how the sentiment expressed by emojis in comments on stocks is associated with the stocks' subsequent returns.Design/methodology/approachBy applying our own analyzer, the authors find a sentiment effect of emojis on stocks returns separately to the plain text-expressed sentiment in Reddit posts about meme stocks such as ...
Felix Reschke, Jan-Oliver Strych
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SSRN Electronic Journal, 2003
Abstract This paper studies whether incorporating business cycle predictors benefits a real time optimizing investor who must allocate funds across 3,123 NYSE-AMEX stocks and cash. Realized returns are positive when adjusted by the Fama-French and momentum factors as well as by the size, book-to-market, and past return characteristics.
D AVRAMOV, T CHORDIA
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Abstract This paper studies whether incorporating business cycle predictors benefits a real time optimizing investor who must allocate funds across 3,123 NYSE-AMEX stocks and cash. Realized returns are positive when adjusted by the Fama-French and momentum factors as well as by the size, book-to-market, and past return characteristics.
D AVRAMOV, T CHORDIA
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Nonstationarities in Stock Returns [PDF]
Review of Economics and Statistics, 2005 The paper outlines a methodology for analyzing daily stock returns that relinquishes the assumption of global stationarity. Giving up this common working hypothesis reflects our belief that fundamental features of the financial markets are continuously and significantly changing.
Cătălin Stărică +1 more
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SSRN Electronic Journal, 2015
The standard disclaimer in the prospectus of any mutual fund reminds investors that "past performance is not necessarily indicative of future results." Despite the disclaimer, arguably a large fraction of investors looks at recent past performance to form expectations about future returns and "times the market" balancing portfolios on the basis of ...
Borri, Nicola, Cagnazzo, Alberto
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The standard disclaimer in the prospectus of any mutual fund reminds investors that "past performance is not necessarily indicative of future results." Despite the disclaimer, arguably a large fraction of investors looks at recent past performance to form expectations about future returns and "times the market" balancing portfolios on the basis of ...
Borri, Nicola, Cagnazzo, Alberto
openaire +2 more sources
South Asia Economic Journal, 2006
In this article, we use the artificial neural network in the forecasting of daily Bombay Stock Exchange (BSE) Sensitive Index (Sensex) returns. We compare the performance of the neural network with performances of random walk and linear autoregressive models by using six performance measures.
Chakradhara Panda, V. Narasimhan
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In this article, we use the artificial neural network in the forecasting of daily Bombay Stock Exchange (BSE) Sensitive Index (Sensex) returns. We compare the performance of the neural network with performances of random walk and linear autoregressive models by using six performance measures.
Chakradhara Panda, V. Narasimhan
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The Journal of Portfolio Management, 2002
How do we quantify the level of return that an investor can expect in the future? An examination of the historical distribution of total returns reveals declines in dividend yields and new likely lower boundaries for price appreciation. It is often asserted that low dividend yields brought about by higher earnings retention should be followed by ...
Charles P. Jones +2 more
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How do we quantify the level of return that an investor can expect in the future? An examination of the historical distribution of total returns reveals declines in dividend yields and new likely lower boundaries for price appreciation. It is often asserted that low dividend yields brought about by higher earnings retention should be followed by ...
Charles P. Jones +2 more
openaire +1 more source