Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Rochester Cahan"'
Publikováno v:
International Journal of Forecasting. 31:575-581
Earnings forecasting models produce highly statistically significant asset selection, active equity, and total active returns. We propose a measure of abnormal news volume that controls for the size of the firm and the analyst attention that it recei
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::384bf5152ceaf2e339201521cacf38fb
https://doi.org/10.1016/j.ijforecast.2014.12.007
https://doi.org/10.1016/j.ijforecast.2014.12.007
Practical Applications of Standing Out from the Crowd: Measuring Crowding in Quantitative Strategies
Autor:
Yin Luo, Rochester Cahan
Publikováno v:
Practical Applications. 1:14-17
This Practical Applications report shows managers how to use real-time data to measure crowding and use these data as an indicator for the downside risk of herding into and out of quantitative strategies. It is based on Standing Out from the Crowd: M
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::528ecccebb870cf40f3eda63e85db8a0
https://doi.org/10.3905/pa.2013.1.1.014
https://doi.org/10.3905/pa.2013.1.1.014