Stock mispricing, hard-to-value stocks and the influence of internet stock message boards

X Xiong, Y Meng, NL Joseph, D Shen - International review of financial …, 2020 - Elsevier
In recent years, the predictability of Internet Stock Message Board (ISMB) postings has been
intensively investigated. However, the underlying mechanisms driving the ISMB postings …

Macroeconomics and FinTech: Uncovering latent macroeconomic effects on peer-to-peer lending

J Foo, LH Lim, KSW Wong - arXiv preprint arXiv:1710.11283, 2017 - arxiv.org
Peer-to-peer (P2P) lending is a fast growing financial technology (FinTech) trend that is
displacing traditional retail banking. Studies on P2P lending have focused on predicting …

The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios

E Saucedo, J Gonzalez - Journal of Economics, Finance and …, 2021 - emerald.com
Purpose Fama–French model (FFM) has been successful in helping to predict the financial
markets, but investors have been interested in creating more sophisticated models to better …

Dividend policy, firms' characteristics and the impact on the Southeast Asian firms' value

A Surwanti, WS Pamungkas - 4th International Conference on …, 2021 - atlantis-press.com
This research aims to analyze the factors determining the dividend policy of the Southeast
Asian non-financial corporate sectors. In this research, the dividend policy of firms in …

Pricing and mispricing of accounting fundamentals: Global evidence

S Köstlmeier - The Quarterly Review of Economics and Finance, 2024 - Elsevier
This paper extends the fundamentals-based valuation model in Nichols et al.(2017) to
global, developed equity markets. The model is able to explain, on average, 81% of the …

Value premium and macroeconomic variables

E Beccalli, N Doninelli, C Orsini - European Financial …, 2023 - Wiley Online Library
This paper investigates the effect of macroeconomic expectations on the value premium. We
introduce a two‐pass estimation procedure to extrapolate the impact of investors' …

[HTML][HTML] Evaluation of the Resilience of Real Estate and Property Stocks to Inflation and Interest Rate Uncertainty: Implementation of Two Asset Pricing Models

N Nurdina, N Nurkholis, N Adib, S Atmini - Journal of Risk and Financial …, 2024 - mdpi.com
Property stocks are an attractive alternative investment for investors who want passive
income. Investors' decisions focus not only on maximizing returns but also on reducing risk …

Stock returns and inflation shocks in weaker economic times

RA Connolly, C Stivers, L Sun - Financial Management, 2022 - Wiley Online Library
We show that the concurrent relation between quarterly stock returns and inflation shocks is
economically and robustly significant only over weaker economic (WE) times, strongly …

Risk price decomposition and the output gap

R Sakemoto - Financial Review, 2023 - Wiley Online Library
We employ a time‐varying price of risk model that allows us to track the change in prices of
risk. We find that the output gap generates the time‐varying prices of market and momentum …

Macroeconomic Expectations and State-Dependent Factor Returns

F Haase, M Neuenkirch - 2023 - papers.ssrn.com
We examine the asymmetric impact of shocks to macroeconomic expectations and their
underlying dispersion on equity risk premia across different market regimes. First, we rely on …