2 papers
q-fin.ST2025
Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior
Kuok Sin Un, Marcel Ausloos
Through a novel approach, this paper shows that substantial change in stock market behavior has a statistically and economically significant impact on equity risk premium predictab…
q-fin.GN2025
A study about who is interested in stock splitting and why: considering companies, shareholders or managers
Jiaquan Nicholas Chen, Marcel Ausloos
There are many misconceptions around stock prices, stock splits, shareholders, investors, and managers behaviour about such informations due to a number of confounding factors. Thi…