Artículos de revistas sobre el tema "Market expectation errors"
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Tamegawa, Kenichi y Shin Fukuda. "EXPECTATION ERRORS IN CREDIT MARKET AND BUSINESS CYCLES". Macroeconomic Dynamics 20, n.º 5 (30 de junio de 2016): 1359–80. http://dx.doi.org/10.1017/s1365100514000923.
Texto completoFerreira, Alex, Michael Moore y Satrajit Mukherjee. "Expectation errors in the foreign exchange market". Journal of International Money and Finance 95 (julio de 2019): 44–51. http://dx.doi.org/10.1016/j.jimonfin.2019.03.005.
Texto completoChaim, Pedro y Márcio Laurini. "Foreign Exchange Expectation Errors and Filtration Enlargements". Stats 2, n.º 2 (9 de abril de 2019): 212–27. http://dx.doi.org/10.3390/stats2020016.
Texto completoTsai, I.-Chun. "Investigating Gender Differences in Real Estate Trading Sentiments". American Economist 63, n.º 2 (5 de enero de 2018): 187–214. http://dx.doi.org/10.1177/0569434517746388.
Texto completoAutin, Claude, Jacques Fearnley y Ronald Rioux. "Effets des erreurs dans les coefficients structuraux d’un modèle intersectoriel « rectangulaire ». Une approche de type Monte-Carlo". L'Actualité économique 51, n.º 1 (14 de julio de 2009): 86–95. http://dx.doi.org/10.7202/800607ar.
Texto completoAyekple, Yao Elikem, Charles Kofi Tetteh y Prince Kwaku Fefemwole. "Markov Chain Monte Carlo Method for Estimating Implied Volatility in Option Pricing". Journal of Mathematics Research 10, n.º 6 (29 de noviembre de 2018): 108. http://dx.doi.org/10.5539/jmr.v10n6p108.
Texto completoSchmalensee, Richard, Paul L. Joskow, A. Denny Ellerman, Juan Pablo Montero y Elizabeth M. Bailey. "An Interim Evaluation of Sulfur Dioxide Emissions Trading". Journal of Economic Perspectives 12, n.º 3 (1 de agosto de 1998): 53–68. http://dx.doi.org/10.1257/jep.12.3.53.
Texto completoKho, Bong Chan, Uk Chang y Youngsoo Choi. "Style Analysis and Its Application of Domestic Mutual Funds". Journal of Derivatives and Quantitative Studies 19, n.º 1 (28 de febrero de 2011): 91–120. http://dx.doi.org/10.1108/jdqs-01-2011-b0004.
Texto completoAdedokun, Wole Muri, Adedeji Daniel Gbadebo, Ahmed Oluwatobi Adekunle y Joseph Olorunfemi Akande. "IFRS Adoption and Accrual-Based Managed Earnings in Nigeria". Asian Economic and Financial Review 12, n.º 12 (23 de noviembre de 2022): 1041–73. http://dx.doi.org/10.55493/5002.v12i12.4669.
Texto completoBodington, Jeffrey C. "804 Tastes: Evidence on Preferences, Randomness, and Value from Double-Blind Wine Tastings". Journal of Wine Economics 7, n.º 2 (10 de septiembre de 2012): 181–91. http://dx.doi.org/10.1017/jwe.2012.20.
Texto completoKim, Jung Hoon. "Market earnings expectation, measurement error in analysts’ consensus forecasts and prediction of stock returns". Accounting Research Journal 31, n.º 2 (2 de julio de 2018): 249–66. http://dx.doi.org/10.1108/arj-03-2016-0031.
Texto completoWolfers, Justin y Eric Zitzewitz. "The “Standard Error” of Event Studies: Lessons from the 2016 Election". AEA Papers and Proceedings 108 (1 de mayo de 2018): 584–89. http://dx.doi.org/10.1257/pandp.20181090.
Texto completoAhn, Yeong-Hwi, Koo-Rack Park, Dong-Hyun Kim y Han-Jin Cho. "Logistic Regression Algorithm-Based Product Recommendation System Model". Journal of Computational and Theoretical Nanoscience 18, n.º 5 (1 de mayo de 2021): 1429–35. http://dx.doi.org/10.1166/jctn.2021.9619.
Texto completoAhn, Yeong-Hwi, Koo-Rack Park, Dong-Hyun Kim y Han-Jin Cho. "Logistic Regression Algorithm-Based Product Recommendation System Model". Journal of Computational and Theoretical Nanoscience 18, n.º 5 (1 de mayo de 2021): 1429–35. http://dx.doi.org/10.1166/jctn.2021.9619.
Texto completoNishina, Kazuhiko, Nabil Maghrebi y Mark J. Holmes. "Nonlinear Adjustments of Volatility Expectations to Forecast Errors: Evidence from Markov-Regime Switches in Implied Volatility". Review of Pacific Basin Financial Markets and Policies 15, n.º 03 (septiembre de 2012): 1250007. http://dx.doi.org/10.1142/s0219091512500075.
Texto completoCampbell, Sean D. y Steven A. Sharpe. "Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices". Journal of Financial and Quantitative Analysis 44, n.º 2 (abril de 2009): 369–90. http://dx.doi.org/10.1017/s0022109009090127.
Texto completoEusepi, Stefano y Bruce Preston. "Expectations, Learning, and Business Cycle Fluctuations". American Economic Review 101, n.º 6 (1 de octubre de 2011): 2844–72. http://dx.doi.org/10.1257/aer.101.6.2844.
Texto completoChun, Heebum, William Park, Jungsub Kim y ChaBum Lee. "In-Process Cutting Temperature Monitoring Method Based on Impedance Model of Dielectric Coating Layer at Tool-Chip Interface". Journal of Manufacturing and Materials Processing 6, n.º 5 (8 de septiembre de 2022): 97. http://dx.doi.org/10.3390/jmmp6050097.
Texto completoKoulafetis, Panayiota. "Alternative Estimating Methodologies of the UK Industry Cost of Equity Capital: The Impact of 2007 Financial Crisis and Market Volatility". International Journal of Economics and Finance 8, n.º 1 (24 de diciembre de 2015): 111. http://dx.doi.org/10.5539/ijef.v8n1p111.
Texto completoBobinaite, Viktorija y Jānis Zuters. "Modelling Electricity Price Expectations in a Day-Ahead Market: A Case of Latvia". Economics and Business 29, n.º 1 (1 de agosto de 2016): 12–26. http://dx.doi.org/10.1515/eb-2016-0017.
Texto completoDoran, David T. y Robert Nachtmann. "The Association of Stock Distribution Announcements and Earnings Performance". Journal of Accounting, Auditing & Finance 3, n.º 2 (abril de 1988): 113–32. http://dx.doi.org/10.1177/0148558x8800300203.
Texto completoValencia-Arboleda, Carlos Felipe y Diego Hernan Segura-Acosta. "Estimating Market Expectations for Portfolio Selection Using Penalized Statistical Models". Revista Científica 38, n.º 2 (1 de mayo de 2020): 133–46. http://dx.doi.org/10.14483/23448350.15797.
Texto completoGuedes, Gilvan, Rodrigo Raad y Lucélia Raad. "Welfare Consequences of Persistent Climate Prediction Errors on Insurance Markets against Natural Hazards". Estudos Econômicos (São Paulo) 49, n.º 2 (abril de 2019): 235–64. http://dx.doi.org/10.1590/0101-41614922grl.
Texto completoDey, Kushankur y Debasish Maitra. "Can futures markets accommodate Indian farmers?" Journal of Agribusiness in Developing and Emerging Economies 6, n.º 2 (14 de noviembre de 2016): 150–72. http://dx.doi.org/10.1108/jadee-08-2013-0029.
Texto completoOlipra, Jakub. "Leading properties of GDT auctions for dairy prices". British Food Journal 122, n.º 7 (27 de abril de 2020): 2303–28. http://dx.doi.org/10.1108/bfj-06-2018-0404.
Texto completoBonga-Bonga, Lumengo. "Equity Prices, Monetary Policy, And Economic Activities In Emerging Market Economies: The Case Of South Africa". Journal of Applied Business Research (JABR) 28, n.º 6 (25 de octubre de 2012): 1217. http://dx.doi.org/10.19030/jabr.v28i6.7337.
Texto completoBhattacharya, Nilabhra. "Investors' Trade Size and Trading Responses around Earnings Announcements: An Empirical Investigation". Accounting Review 76, n.º 2 (1 de abril de 2001): 221–44. http://dx.doi.org/10.2308/accr.2001.76.2.221.
Texto completoHassan, Tarek A. y Thomas M. Mertens. "The Social Cost of Near-Rational Investment". American Economic Review 107, n.º 4 (1 de abril de 2017): 1059–103. http://dx.doi.org/10.1257/aer.20110433.
Texto completoAdedeji, Jacob Adedayo, Xoliswa Feikie, Thywill Cephas Dzogbewu y Mohamed Mostafa. "Reaction behaviour of drivers to marked and unmarked road: Ghana perspective". Put i saobraćaj 67, n.º 1 (22 de marzo de 2021): 1–6. http://dx.doi.org/10.31075/pis.67.01.01.
Texto completoIn, Francis y Jonathan A. Batten. "Expectations and Equilibrium in High-Grade Australian Bond Markets". Review of Pacific Basin Financial Markets and Policies 08, n.º 04 (diciembre de 2005): 573–92. http://dx.doi.org/10.1142/s0219091505000543.
Texto completoGordon, Derek, Yaning Yang, Chad Haynes, Stephen J. Finch, Nancy R. Mendell, Abraham M. Brown y Vahram Haroutunian. "Increasing Power for Tests of Genetic Association in the Presence of Phenotype and/or Genotype Error by Use of Double-Sampling". Statistical Applications in Genetics and Molecular Biology 3, n.º 1 (6 de enero de 2004): 1–32. http://dx.doi.org/10.2202/1544-6115.1085.
Texto completoSuhendra, Indra. "PENGARUH FAKTOR FUNDAMENTAL, FAKTOR RESIKO, DAN EKSPEKTASI NILAI TUKAR TERHADAP NILAI TUKAR RUPIAH (TERHADAP DOLLAR) PASCA PENERAPAN SISTEM KURS MENGAMBANG BEBAS PADA TANGGAL 14 AGUSTUS 1997 (PERIODE SEPTEMBER 1997 S.D. DESEMBER 2001)". Buletin Ekonomi Moneter dan Perbankan 6, n.º 1 (17 de junio de 2004): 34–57. http://dx.doi.org/10.21098/bemp.v6i1.322.
Texto completoCalvo-Pardo, Hector, Xisco Oliver y Luc Arrondel. "Subjective Return Expectations, Perceptions, and Portfolio Choice". Journal of Risk and Financial Management 15, n.º 1 (30 de diciembre de 2021): 6. http://dx.doi.org/10.3390/jrfm15010006.
Texto completoThị Nhung, Nguyễn, Trần Thị Vân Anh, Nguyễn Tố Nga, Vương Thùy Linh y Đinh Xuân Cường. "Price discovery and information transmission across stock index futures: evidence from VN 30 Index Futures on Vietnam’s stock market". Investment Management and Financial Innovations 16, n.º 4 (19 de diciembre de 2019): 262–76. http://dx.doi.org/10.21511/imfi.16(4).2019.23.
Texto completoYang, Yang, Mingquan Zhou y Michael Rehm. "Housing prices and expectations: a study of Auckland". International Journal of Housing Markets and Analysis 13, n.º 4 (27 de enero de 2020): 601–16. http://dx.doi.org/10.1108/ijhma-12-2019-0122.
Texto completoSzu, Wen-Ming y Wan-Ru Yang. "Influence of individual investor sentiment on Taiwan option prices during 2007-2010 financial crisis". Managerial Finance 41, n.º 5 (11 de mayo de 2015): 437–64. http://dx.doi.org/10.1108/mf-02-2014-0028.
Texto completoEspinoza-Audelo, Luis F., Maricruz Olazabal-Lugo, Fabio Blanco-Mesa, Ernesto León-Castro y Victor Alfaro-Garcia. "Bonferroni Probabilistic Ordered Weighted Averaging Operators Applied to Agricultural Commodities’ Price Analysis". Mathematics 8, n.º 8 (12 de agosto de 2020): 1350. http://dx.doi.org/10.3390/math8081350.
Texto completoAldy, Joseph E. y Sarah Armitage. "Cost-Effectiveness Implications of Carbon Price Certainty". AEA Papers and Proceedings 110 (1 de mayo de 2020): 113–18. http://dx.doi.org/10.1257/pandp.20201083.
Texto completoVayas-Ortega, Germania, Cristina Soguero-Ruiz, José-Luis Rojo-Álvarez y Francisco-Javier Gimeno-Blanes. "On the Differential Analysis of Enterprise Valuation Methods as a Guideline for Unlisted Companies Assessment (I): Empowering Discounted Cash Flow Valuation". Applied Sciences 10, n.º 17 (25 de agosto de 2020): 5875. http://dx.doi.org/10.3390/app10175875.
Texto completoLANSING, KEVIN J. "LOCK-IN OF EXTRAPOLATIVE EXPECTATIONS IN AN ASSET PRICING MODEL". Macroeconomic Dynamics 10, n.º 3 (24 de marzo de 2006): 317–48. http://dx.doi.org/10.1017/s1365100506050231.
Texto completoWeale, Martin. "DO ECONOMISTS EXPECT TOO MUCH FROM EXPECTATIONS?" National Institute Economic Review 255 (febrero de 2021): 25–41. http://dx.doi.org/10.1017/nie.2020.47.
Texto completoSrisuksai, Pithak ,. y Vimut Vanitcharearnthum. "The Pricing Model of Rice: Evidence from Thailand". WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS 19 (22 de julio de 2022): 1245–54. http://dx.doi.org/10.37394/23207.2022.19.110.
Texto completoPoss, Madeline, Kalyn T. Coatney, Daniel Rivera, Thu Dinh, Randall D. Little y Josh G. Maples. "Marketing Fed Cattle Based on Expectations of the Underlying Carcass Value Dynamics". Journal of Agricultural and Applied Economics 54, n.º 1 (24 de noviembre de 2021): 28–52. http://dx.doi.org/10.1017/aae.2021.27.
Texto completoFryani, Malau Asima y Kristina Sisilia. "ANALISIS PROFIL KONSUMEN UNTUK APLIKASI MARKET PLACE PRODUK FURNITUR KAYU JATI". PERFORMANCE: Jurnal Bisnis & Akuntansi 10, n.º 1 (14 de mayo de 2020): 47–62. http://dx.doi.org/10.24929/feb.v10i1.971.
Texto completoSartono, R. Agus. "The Existence of Equilibrium Asset Price Under Diverse Information". Gadjah Mada International Journal of Business 7, n.º 3 (12 de septiembre de 2005): 351. http://dx.doi.org/10.22146/gamaijb.5583.
Texto completoŠerić, Neven, Silvija Vitner Marković y Svemir Tamari Tutnjević. "Proposed Concept of Segmentation of Traditional Japanese Emissive Market for Managing Tourist Promotion of Mediterranean Countries". Annals of the Alexandru Ioan Cuza University - Economics 62, n.º 3 (1 de noviembre de 2015): 313–24. http://dx.doi.org/10.1515/aicue-2015-0021.
Texto completoKremser, Thomas y Margarethe Rammerstorfer. "Predictive Performance and Bias: Evidence from Natural Gas Markets". Journal of Management and Sustainability 7, n.º 2 (30 de mayo de 2017): 1. http://dx.doi.org/10.5539/jms.v7n2p1.
Texto completoGevorkyan, Aleksandr V. "The foreign exchange regime in a small open economy: Armenia and beyond". Journal of Economic Studies 44, n.º 5 (9 de octubre de 2017): 781–800. http://dx.doi.org/10.1108/jes-08-2016-0155.
Texto completoZhu, Heliang, Xi Zhang y Patricia Ordóñez de Pablos. "An Empirical Study on China's Gold Futures Market Hedging Performance". International Journal of Asian Business and Information Management 5, n.º 2 (abril de 2014): 85–98. http://dx.doi.org/10.4018/ijabim.2014040107.
Texto completoBaber, William R. y Sok-Hyon Kang. "The Impact of Split Adjusting and Rounding on Analysts' Forecast Error Calculations". Accounting Horizons 16, n.º 4 (1 de diciembre de 2002): 277–89. http://dx.doi.org/10.2308/acch.2002.16.4.277.
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