Keywords: پیش بینی سود سهام; Stock return predictability; News; Limits to arbitrage; Limited attention; Overreaction; Underreaction; Text analysis; G12; G14;
مقالات ISI پیش بینی سود سهام (ترجمه نشده)
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Keywords: پیش بینی سود سهام; E43; G12; G13; G17; Bond volatility index; Stock return predictability; Asset allocation; Out-of-sample test; Return decomposition;
Keywords: پیش بینی سود سهام; Stock market liquidity; Stock return predictability; Macroeconomic forecasts; Transaction costs; Equity premium; G1; C13;
Keywords: پیش بینی سود سهام; Stock return predictability; Asset pricing; Share issuance; Risk-return tradeoff; Market efficiency;
Keywords: پیش بینی سود سهام; G12; G02; C53; Shipping investor sentiment; Stock return predictability; Out-of-sample forecast performance;
Keywords: پیش بینی سود سهام; Panel data; Predictive regression; Stock return predictability; China;
Keywords: پیش بینی سود سهام; Intraday; Investor sentiment; High frequency; Stock return predictability; Noise trading; G11; G14;
Keywords: پیش بینی سود سهام; Horizon effect; Stock return predictability; Realized variance; Short-memory; Long-memory;
Keywords: پیش بینی سود سهام; G12; G14; G15; Adaptive market hypothesis; Stock return predictability; Market conditions; Market efficiency;
Keywords: پیش بینی سود سهام; Financial statement analysis; Industry competition; Stock return predictability;
Keywords: پیش بینی سود سهام; C22; C23; G1; G12; Panel data; Bias; Cross-section dependence; Predictive regression; Stock return predictability; China;
Keywords: پیش بینی سود سهام; Macroeconomy and stock returns; Return decomposition; Stock return predictability; Discount-rate news; Cash-flow news; Intertemporal CAPM; E44; G10; G12; G17;
Keywords: پیش بینی سود سهام; Wavelet fractional integration; Long range dependence; Stock return predictability;
Keywords: پیش بینی سود سهام; G1; Stock return predictability; Implied variance; Realized variance; CAPM; ICAPM;
Keywords: پیش بینی سود سهام; C53; C12; C22; G12; risk-return trade-off; stock return predictability; noise trading; realized volatility; Kalman-filter;
Keywords: پیش بینی سود سهام; C22; C52; C53; G12; G14; Stock return predictability; Macro variables; In-sample tests; Out-of-sample tests; Data mining; General-to-specific model;
Keywords: پیش بینی سود سهام; C13; G12; G17; Size effect; Size premium; Stock return predictability; Active alpha;
Keywords: پیش بینی سود سهام; G12; G13; G14Option trading volume; Stock return predictability; Information; Leverage
Stock return prediction under GARCH - An empirical assessment
Keywords: پیش بینی سود سهام; GARCH; Independence testing; Stock return predictability;
Early warning indicators of banking crisis and bank related stock returns
Keywords: پیش بینی سود سهام; Credit cycles; Banks; Bank dependent firms; Stock return predictability; E32; E44; G12; G21;
The VIX, the variance premium and stock market volatility
Keywords: پیش بینی سود سهام; C22; C52; G12; E32; Option implied volatility; Realized volatility; VIX; Variance risk premium; Risk aversion; Stock return predictability; Risk-return trade-off; Economic uncertainty; Financial instability;
Understanding industry betas
Keywords: پیش بینی سود سهام; C33; E32; G12Industry betas; Component models; DCC–MIDAS; Dispersion in betas; Stock return predictability; Minimum variance strategies
South African stock return predictability in the context data mining: The role of financial variables and international stock returns
Keywords: پیش بینی سود سهام; C22; C52; C53; G12; G14; Stock return predictability; Financial variables; Nested models; In-sample tests; Out-of-sample tests; Data mining; General-to-specific model selection;
Does the choice of estimator matter when forecasting returns?
Keywords: پیش بینی سود سهام; C22; C23; G1; G12; Predictive regression; Stock return predictability; Heteroskedasticity; Predictor endogeneity;
Some curious power properties of long-horizon tests
Keywords: پیش بینی سود سهام; C22; C52; G1; G12; Power properties; Predictive regressions; Long-horizon regressions; Stock return predictability;
The predictability of aggregate Japanese stock returns: Implications of dividend yield
Keywords: پیش بینی سود سهام; G12; G14; G15; C22; C53; Stock return predictability; Dividend yield; Japanese stock market; Dividend growth forecasts; Long-horizon return forecasts;
Macroeconomic risk and the cross-section of stock returns
Keywords: پیش بینی سود سهام; G12; Asset pricing; Macroeconomic variable; Stock return predictability; Consumption capital asset pricing model; Value premium;
Time-varying short-horizon predictability
Keywords: پیش بینی سود سهام; Stock return predictability; Asset pricing; Business fluctuations; Financial markets and the macroeconomyE44; G11; G12
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
Keywords: پیش بینی سود سهام; G1; Stock return predictability; Average idiosyncratic variance; Stock market variance; Cross-section of stock returns; Value premium; CAPM;
Predicting the equity premium with dividend ratios: Reconciling the evidence
Keywords: پیش بینی سود سهام; C22; C32; C53Equity premium; Stock return predictability; Dividend ratios; Out-of-sample prediction
International stock return predictability under model uncertainty
Keywords: پیش بینی سود سهام; G12; G14; G15; E44; Stock return predictability; Bayesian model averaging; Model uncertainty; International stock markets;
Heterogeneity in asset allocation decisions: Empirical evidence from Switzerland
Keywords: پیش بینی سود سهام; E44; G11; E32; C32; Asset allocation; Stock return predictability; Business cycle; Investor heterogeneity; Vector error correction;
Jackknifing stock return predictions
Keywords: پیش بینی سود سهام; C22; G12Bias correction; Jackknifing; Predictive regression; Stock return predictability
The Stambaugh bias in panel predictive regressions
Keywords: پیش بینی سود سهام; C22; C23; G1; G12; Panel data; Pooled regression; Predictive regression; Stock return predictability;
Interpreting long-horizon estimates in predictive regressions
Keywords: پیش بینی سود سهام; C22; C52; G1; G12; Predictive regressions; Long-horizon regressions; Stock return predictability;
Idiosyncratic volatility and equity returns: UK evidence
Keywords: پیش بینی سود سهام; G10; G11; C13; Idiosyncratic risk; Stock market volatility; Stock return predictability;
Stock prices-inflation puzzle and the predictability of stock market returns
Keywords: پیش بینی سود سهام; G12; G14; E44; C53; Time-varying expected returns; Stock return predictability; Stock prices-inflation puzzle;
Stock and bond return predictability: the discrimination power of model selection criteria
Keywords: پیش بینی سود سهام; Model selection; Akaike; Schwarz; Stock return predictability; Forecasting; Asset pricing; Factor model; Risk model; Bootstrap; Bayesian model selection
Time-varying risk premia and the cross section of stock returns
Keywords: پیش بینی سود سهام; G10; G12; Stock return predictability; Time-varying investment opportunities; Value premium; Momentum profit; Cross section of stock returns;
Idiosyncratic risk does not matter: A re-examination of the relationship between average returns and average volatilities
Keywords: پیش بینی سود سهام; G12; Idiosyncratic risk; Stock return predictability; Economic significance;