International equity flows and the predictability of US stock returns
Article Abstract:
A positive link between international equity flows and contemporaneous stock returns was observed, while a negative connection was noted between international equity flows and one-month-ahead stock returns. Investors can use this information to improve performance of simple trading rules.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2007
User Contributions:
Comment about this article or add new information about this topic:
Understanding and predicting sovereign debt rescheduling: a comparison of the areas under receiver operating characteristic curves
Article Abstract:
Sovereign debt rescheduling is studied based on receiver operating characteristic curves.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
Predicting bankruptcy using recursive partitioning and a realistically proportioned data set
Article Abstract:
A two-variable bankruptcy model is examined for predictive accuracy.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: Evaluating the rationality of fixed-event forecasts. Cross-correlations and predictability of stock returns. Evaluating the predictive accuracy of volatility models
- Abstracts: Moving average rules, volume and the predictability of security returns with feedforward networks. Non-linear prediction of security returns with moving average rules
- Abstracts: The dynamic and stochastic instability of betas: implications for forecasting stock returns. Forecasting interest rates and yield spreads: the informational content of implied futures yields and best-fitting forward rate models
- Abstracts: An alternative estimator for the censored quantile regression model. Restricting regression slopes in the errors-in-variables model by bounding the error correlation
- Abstracts: Composite forecasts, non-stationarity and the role of survey information. Evaluating probability forecasts in terms of refinement and strictly proper scoring rules