Revistas
Artículos
Publicaciones
Documentos
REVISTA
International Journal of Economics and Financial Issues
TODAS
Redirigiendo al acceso original de articulo en
22
segundos...
Inicio
/
International Journal of Economics and Financial Issues
/
Vol: 10 Núm: 4 Par: 0 (2020)
/
Artículo
ARTÍCULO
TITULO
Predicting Returns for Growth and Value Stocks: A Forecast Assessment Approach Using Global Asset Pricing Models
Shailesh Rana
William H. Bommer
G. Michael Phillips
Resumen
No disponible
Acceso
PÁGINAS
pp. 88 - 106
NÚMERO
Volumen: 10 Número: 4 Parte: 0 (2020)
MATERIAS
ECONOMÍA
REVISTAS SIMILARES
Forecasting
International Journal of Financial Studies
International Journal of Economics and Financial Issues
Artículos similares
The performance of morally questionable shares in South Africa (2004?2019)
Acceso
Johannes P. Steyn,Suzette Viviers
AbstractOrientation: Investors are increasingly weighing up the cost of investing in companies with adverse impacts on society and the natural environment.Research purpose: In light of the shift to responsible investing, this study compared the risk-adju...
ver más
Revista:
Journal of Economic and Financial Sciences (JEF)
Predicting Daily Returns of Global Stocks Indices: Neural Networks vs Support Vector Machines
Acceso
Jasleen Kaur, Khushdeep Dharni
Pág. Page:1 - 13Abstract
Revista:
Journal of Economics; Management and Trade
Selectivity and Market Timing Ability of Fund Managers: Comparative Analysis of Islamic and Conventional HSBC Saudi Mutual Funds
Acceso
Marwa Zouaoui
This paper empirically compares the market timing, the stock selection and the performance persistence of Islamic and conventional HSBC Saudi mutual funds by using monthly returns from April 2011 to December 2018. The data was grouped into five portfolio...
ver más
Revista:
International Journal of Financial Studies
Volatility Model Choice for Sub-Saharan Frontier Equity Markets - A Markov Regime Switching Bayesian Approach
Acceso
Carl Hope Korkpoe,Nathaniel Howard
Pág. 69 - 79
We adopt a granular approach to estimating the risk of equity returns in sub-Saharan African frontier equity markets under the assumption that, returns are influenced by developments in the underlying economy. Four countries were studied ? Botswana, Ghan...
ver más
Revista:
Emerging Markets Journal
Prediction Model of Box Office Based on Arbitrage Pricing Theory: An Empirical Analysis from China
Acceso
Wang Qingshi,Li Naiqian,Hashmat Ali
Pág. 16 - 23
According to characteristics of revenue and risks involved in film investments, this paper expounds that movies can also be treated as a common tradable asset in capital markets. Consequently, this study employs the famous Arbitrage Pricing Theory (APT) ...
ver más
Revista:
International Journal of Economics and Financial Issues
Revistas destacadas
Infrastructures
Informed Infraestructure
BiT
Revista de la Construcción
Ver todas las revistas