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Multiscale analysis of the predictability of stock returns

Fiedor, Paweł - In: Risks : open access journal 3 (2015) 2, pp. 219-233

Due to the strong complexity of financial markets, economics does not have a unified theory of price formation in financial markets. The most common assumption is the Efficient-Market Hypothesis, which has been attacked by a number of researchers, using different tools. There were varying...

Persistent link: https://www.econbiz.de/10011300325

How does trading volume affect financial return distributions?

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 35 (2014), pp. 190-206

Persistent link: https://www.econbiz.de/10010530243

An information theoretic analysis of stock returns, volatility and trading volumes

Ong, Marcus Alexander - In: Applied economics 47 (2015) 34/36, pp. 3891-3906

Persistent link: https://www.econbiz.de/10011294307

Algorithmic complexity of financial motions

Brandouy, Olivier; Delahaye, Jean-Paul; Ma, Lin; Zenil, … - In: Research in international business and finance 30 (2014), pp. 336-347

Persistent link: https://www.econbiz.de/10010391735

Maximum entropy analysis of consumption-based capital asset pricing model and volatility

Lee, Tae-hwy; Mao, Millie Yi; Ullah, Aman - In: Journal of econometric methods 10 (2021) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012437809

The persistent and informative distribution of returns on capital

Dos Santos, Paulo; Yang, Jangho - In: Economics and Business Letters : EBL 8 (2019) 3, pp. 156-165

Persistent link: https://www.econbiz.de/10012156590

Information theoretic ranking of extreme value returns

Kayal, Parthajit; Dutta, Sumanjay; Khandelwal, Vipul; … - In: Journal of quantitative economics 19 (2021) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10012489842

Information theoretic ranking of extreme value returns

Kayal, Parthajit; Dutta, Sumanjay; Khandelwal, Vipul; … - 2020

Persistent link: https://www.econbiz.de/10013470996

An on-line machine learning return prediction

Lu, Yueliang Jacques; Tian, Weidong - In: Pacific-Basin finance journal 79 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014463241