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.
View Full Text
Back to top

Explore our content to discover more relevant research

In this issue

Print
Download PDF
Article Alerts
Email Article
Citation Tools
Save To My Folders
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
del.icio.us logo Digg logo Reddit logo Twitter logo Facebook logo Google logo LinkedIn logo Mendeley logo
Facebook Like LinkedIn logo

Jump to section