Effects of task format on probabilistic forecasting of stock prices

Author(s):

Gulnur Muradoglu

Topic:
Finance
Industry:
Banking

This study aims to explore the differences in various dimensions of forecasting accuracy that may result from the task format used to elicit the probabilistic forecasts.

Updated: 22/09/2011
Comments:
Views: 4,518

Evaluating probabilistic forecasts of stock prices in a developing stock market

Recent literature on the accuracy of forecasting in financial markets reveals contradictory results. These discrepancies can be attributed to the differences in forecasting environments as well as the differences in forecaster expertise that are employed by the researchers.

Updated: 22/09/2011
Comments:
Views: 4,960

An exploratory analysis of the portfolio managers' probabilistic forecasts of stock prices

This study reports the results of an experiment that examines (1) the effects of forecast horizon on the performance of probability forecasters, and (2) the alleged existence of an inverse expertise effect, i.e., an inverse relationship between expertise and probabilistic forecasting performance.

Updated: 22/09/2011
Comments:
Views: 4,840

Behavioural finance: quo vadis?

Author(s):

Gulnur Muradoglu

Topic:
Finance

Behavioural finance endeavours to bridge the gap between neoclassical finance and cognitive psychology. Now an established field, behavioural finance looks at the investors' decision making formula as well as at their behaviour, which in turn sheds light on the observed departures from the traditional finance theory. The paper provides an overarching view of the behavioural finance area.

Updated: 10/02/2015
Comments:
Views: 7,332

Behavioural finance: quo vadis?

Author(s):

Gulnur Muradoglu

Topic:
Finance

Behavioural finance endeavours to bridge the gap between neoclassical finance and cognitive psychology. Now an established field, behavioural finance looks at the investors' decision making formula as well as at their behaviour, which in turn sheds light on the observed departures from the traditional finance theory. The paper provides an overarching view of the behavioural finance area.

Updated: 10/02/2015
Comments:
Views: 7,332

Real and financial sector returns, the IMF, and the Asian crisis

Author(s):

Gulnur Muradoglu

Topic:
Finance
Industry:
Banking

This paper examines the impact of International Monetary Fund (IMF) announcements programs on different sectors of the economy.

Updated: 22/09/2011
Comments:
Views: 4,549

Capital structure and debt maturity in Europe: the role of integration and FDI

Author(s):

Gulnur Muradoglu

Topic:
Finance

We investigate capital structures and debt maturities of firms in Europe. Europe is different from the rest of the world as major European economies have bank-based financial systems and European emerging markets are integrating with them through accession.

Updated: 22/09/2011
Comments:
Views: 5,672

Capital structure and debt maturity in Europe: the role of integration and FDI

Author(s):

Gulnur Muradoglu

Topic:
Finance

We investigate capital structures and debt maturities of firms in Europe. Europe is different from the rest of the world as major European economies have bank-based financial systems and European emerging markets are integrating with them through accession.

Updated: 22/09/2011
Comments:
Views: 5,672

The impact of SEC litigation on firm value

Author(s):

Gulnur Muradoglu

Topic:
Finance
Industry:
Banking

This paper examines the effect of the announcement of the Securities and Exchange Commission's (SEC) legal enforcement actions. The results indicate that SEC lawsuits have a negative effect on share price.

Updated: 22/09/2011
Comments:
Views: 4,490