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.

Securities trading, Equity (Finance), Return on equity, Report

---

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.

Mexico, Analysis, Usage, External debt relief, Debt relief, Functions, Characteristic, Characteristic functions

---

Predicting bankruptcy using recursive partitioning and a realistically proportioned data set

Article Abstract:

A two-variable bankruptcy model is examined for predictive accuracy.

Financial analysis, Models, Bankruptcy

Similar abstracts:

• 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

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.