Coincident and Leading Indicators of the Stock Market
By Marcelle Chauvet, S. Potter. 2000
191 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/ffb14b66bdd654d2624d49951e932937e76cce2a
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In Economics and Econometrics
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In Management Science and Operations Research
Citations in the corpus
- Duration Dependence in Stock Prices (2004, unknown): “More recently, Chauvet and Potter (2000) offered a similar definition.”
- Forecasting the direction of the US stock market with dynamic binary probit models (2011, background): “However, many studies have documented that only the direction of excess stock returns or other asset returns are predictable (see, among others, Breen, Glosten, and Jagannathan 1988, Hong and Chung 2003, and Cristoffersen and Diebold 2006). A possible explanation for this is that the noise in the ob”