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Does Volatility Improve UK Earnings Forecasts?

✍ Scribed by Nikola Petrovic; Stuart Manson; Jerry Coakley

Book ID
111106001
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
729 KB
Volume
36
Category
Article
ISSN
0306-686X

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πŸ“œ SIMILAR VOLUMES

Does information help intra-day volatili
Does information help intra-day volatility forecasts?
✍ David G. McMillan; Raquel Quiroga Garcia πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 101 KB

## ABSTRACT While much research related to forecasting return volatility does so in a univariate setting, this paper includes proxies for information flows to forecast intra‐day volatility for the IBEX 35 futures market. The belief is that volume or the number of transactions conveys important info