Using Fundamental Earnings Factors to Forecast Equity Market Volatility

Haim A. Mozes; John Launny Steffens

doi:10.3905/jot.2016.11.2.005

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

Haim A. Mozes

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.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: hm@smcinvest.com

John Launny Steffens

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.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: ls@smcinvest.com

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Trading

Vol. 11, Issue 2

Spring 2016

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Trading.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Using Fundamental Earnings Factors to Forecast Equity Market Volatility

Message Subject (Your Name) has sent you a message from The Journal of Trading

Message Body (Your Name) thought you would like to see the The Journal of Trading web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Using Fundamental Earnings Factors to Forecast Equity Market Volatility