Article

Using Fundamental Earnings Factors to Forecast Equity Market Volatility

Haim A. Mozes and John Launny Steffens
The Journal of Trading Spring 2016, 11 (2) 5-10; DOI: https://doi.org/10.3905/jot.2016.11.2.005

Article Information

vol. 11 no. 2 5-10
DOI 
https://doi.org/10.3905/jot.2016.11.2.005
Published By 
Pageant Media Ltd
Print ISSN 
1559-3967
Online ISSN 
2168-8427
History 
  • Published online March 31, 2016.
Copyright & Usage 
© 2016 Institutional Investor, Inc.

Author Information

  1. Haim A. Mozes
    1. is a consultant and director of quantitative research for Spring Mountain Capital, LP in New York, NY, and a professor of accounting at Fordham University Graduate School of Business in New York, NY. (hm{at}smcinvest.com)
  2. John Launny Steffens
    1. is founder and a managing member of Spring Mountain Capital, LP in New York, NY, and a former vice chairman of Merrill Lynch in New York, NY. (ls{at}smcinvest.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Using Fundamental Earnings Factors to Forecast Equity Market Volatility
Haim A. Mozes, John Launny Steffens
The Journal of Trading Mar 2016, 11 (2) 5-10; DOI: 10.3905/jot.2016.11.2.005
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