Asset pricing with fading memory

S Nagel, Z Xu - The Review of Financial Studies, 2022 - academic.oup.com
Building on evidence that lifetime experiences shape individuals' macroeconomic
expectations, we study asset prices in an economy in which a representative agent learns …

[HTML][HTML] A study of factors affecting investment decisions in India: The KANO way

S Patil, V Bagodi - Asia Pacific Management Review, 2021 - Elsevier
Behavioural finance is emerging field with wide scope. In the absence of enough of literature
in Indian context, understanding of individual investor's behaviour towards stock market by …

What do management earnings forecasts convey about the macroeconomy?

SB BONSALL IV, Z Bozanic… - Journal of Accounting …, 2013 - Wiley Online Library
We decompose quantitative management earnings forecasts into macroeconomic and firm‐
specific components to determine the extent to which voluntary disclosure provided by …

Predicting restatements in macroeconomic indicators using accounting information

S Nallareddy, M Ogneva - The Accounting Review, 2017 - publications.aaahq.org
Earnings growth dispersion contains information about trends in labor reallocation,
unemployment change, and, ultimately, aggregate output. We find that initial …

Aggregate earnings and why they matter

R Ball, G Sadka - Journal of Accounting Literature, 2015 - emerald.com
The accounting literature has traditionally focused on firm-level studies to examine the
capital market implications of earnings and other accounting variables. We first develop the …

Climate-related financial risk: Insights from a semisystematic review of the literature and implications for financial reporting

PA Griffin, EY Sun - The International Journal of Accounting, 2024 - World Scientific
The research problem This paper provides a semisystematic review of the literature on
climate-related financial risk, with particular emphasis on whether that risk is adequately …

Why does aggregate earnings growth reflect information about future inflation?

L Shivakumar, O Urcan - The Accounting Review, 2017 - publications.aaahq.org
We propose two explanations for the previously documented relation between aggregate
earnings growth and future inflation: one based on firms changing their investment in …

Does accounting details play an allocative role in predicting macroeconomic indicators? Evidence of Bayesian and classical econometrics in Iran

M Salehi, A Daemi Gah, F Akbari… - International Journal of …, 2021 - emerald.com
Purpose The purpose of this study is to analyze the predictability of firm level data for
determining macroeconomic indicators such as unemployment. Design/methodology …

Dynamic connectedness among Pakistani stock markets and its major trading partners

M Akram, AI Hunjra, IR Malik… - International Journal of …, 2024 - emerald.com
Purpose Internationalization and financial deregulation have caused market participants
and policymakers to consider the significance of financial connectedness and the spillover …

Stock returns, volatility and mean reversion in emerging and developed financial markets

RR Ahmed, J Vveinhardt, D Štreimikienė… - Technological and …, 2018 - jest.vgtu.lt
The objective of this research is to measure and examine volatilities between important
emerging and developed stock markets and to ascertain a relationship between volatilities …