Using Fundamental Earnings Factors to Forecast Equity Market Volatility

Haim A. Mozes; John Launny Steffens

doi:10.3905/jot.2016.11.2.005

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

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.

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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.

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For correspondence: ls@smcinvest.com

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Using Fundamental Earnings Factors to Forecast Equity Market Volatility