“Watch your tone!”: Forecasting mining industry commodity prices with financial report tone

A Simple Out-of-Sample Test of Predictability against the Random Walk Benchmark

(2022) Pablo Pincheira et al.   Mathematics

Institutional ownership and the informativeness of disclosure tone

(2022) Ankit Jain et al.   Journal of Business Finance & Accounting

Board characteristics and negative disclosure tone

(2022) Minna Martikainen et al.   Journal of Accounting Literature

“Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models

(2021) Pablo Pincheira et al.   Mathematics

Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact

(2021) Oliver Borgards et al.   RESOURCES POLICY

Forecasting aluminum prices with commodity currencies

(2021) Pablo Pincheira et al.   RESOURCES POLICY

Forecasting the Equity Risk Premium: The Role of Technical Indicators

(2014) Christopher J. Neely et al.   MANAGEMENT SCIENCE

Out-of-Sample Forecast Tests Robust to the Choice of Window Size

(2012) Barbara Rossi et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

The Model Confidence Set

(2011)   ECONOMETRICA