Issue Information

• Published date: 01 July 2019
• DOI: http://doi.org/10.1002/for.2534
• Date: 01 July 2019

JULY 2019 VOLUME 38 NUMBER 4

wileyonlinelibrary.com/journal/for

ISSN 0277-6693

JOFODV 38(4) 257– 374

wileyonlinelibrary.com/journal/for

Sentiment indices and their forecasting ability

D. A. Mascio and F. J. Fabozzi 257

Forecasting in long horizons using smoothed direct forecast

Y. Baek 277

Point forecasting of intraday volume using Bayesian autoregressive conditional

volume models

R. Huptas 293

Does geographic location matter to stock return predictability?

S. Boubak er, I. Chkir, L. Chourou and S. Saadi 311

The impact of parameter uncertainty in insurance pricing and reserve with the

temperature-related mortality model

M. Seklecka, A. A. Pantelous and C. O'Hare 327

Forecasting the Dubai financial market with a combination of momentum effect

with a deep belief network

A. Karathanasopoulos and M. Osman 346

Forecasting price delay and future stock returns: The role of corporate social

responsibility

Y. Gong, K.-C. Ho, C.-C. Lo, A. Karathanasopoulos and I.-M. Jiang 354

4.3

VOL. 38 NO. 4 pp. 257– 374 JOURNAL OF FORECASTING JULY 2019

Copyright © 2019 John Wiley & Sons Ltd