Do local analysts have an informational advantage in forecasting stock returns? Evidence from the German DAX30
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Bibliographic InfoArticle provided by Springer in its journal Financial Markets and Portfolio Management.
Volume (Year): 24 (2010)
Issue (Month): 2 (June)
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Web page: http://www.springerlink.com/link.asp?id=119763
Forecasting stock returns; Bank stock recommendations; Local analysts; C53; E44; G11;
Find related papers by JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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FMG Discussion Papers
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- Pesaran, M.H. & Timmermann, A., 1990. "A Simple, Non-Parametric Test Of Predictive Performance," Cambridge Working Papers in Economics 9021, Faculty of Economics, University of Cambridge.
- Christopher J. Malloy, 2005. "The Geography of Equity Analysis," Journal of Finance, American Finance Association, vol. 60(2), pages 719-755, 04.
- Leitch, Gordon & Tanner, J Ernest, 1991. "Economic Forecast Evaluation: Profits versus the Conventional Error Measures," American Economic Review, American Economic Association, vol. 81(3), pages 580-90, June.
- Lai, Sandy & Teo, Melvyn, 2008. "Home-Biased Analysts in Emerging Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(03), pages 685-716, September.
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