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Global stock selection with hidden Markov model

Nguyen, Nguyet; Nguyen, Dung - In: Risks : open access journal 9 (2021) 1/9, pp. 1-18

Hidden Markov model (HMM) is a powerful machine-learning method for data regime detection, especially time series data. In this paper, we establish a multi-step procedure for using HMM to select stocks from the global stock market. First, the five important factors of a stock are identified and...

Persistent link: https://www.econbiz.de/10012422925

The impact of size and book-to-market among paired stocks

Mohrschladt, Hannes - In: The journal of asset management 19 (2018) 6, pp. 384-393

Persistent link: https://www.econbiz.de/10011958096

Modified ratios and the cyclically adjusted price-earnings ratio

Georgiou, Catherine; Neokosmidis, Ioannis; Polimenis, … - In: Global business & economics review 27 (2022) 2, pp. 209-231

Persistent link: https://www.econbiz.de/10013453804

Real Estate Risk in Equity Returns : Empirical Evidence from U.S. Stock Markets

Michel, Gaston (contributor) - 2009

Gaston Michel investigates whether shocks to real estate markets constitute an important source of the risk that is priced in the cross section of equity returns. His results document that real estate risk explains a large part of the cross-sectional variation in equity returns. He shows that an...

Persistent link: https://www.econbiz.de/10013521240

Long-horizon stock valuation and return forecasts based on demographic projections

Chen, Chaoyi; Gospodinov, Nikolaj; Maynard, Alex; … - In: Journal of empirical finance 68 (2022), pp. 190-215

Persistent link: https://www.econbiz.de/10013464486

Technical analysis forecasting and evaluation of stock markets : the probabilistic recovery neural network approach

Maniatopoulos, Andreas; Gazis, Alexandros; Mitianoudis, … - In: International journal of economics and business … 25 (2023) 1, pp. 64-100

Persistent link: https://www.econbiz.de/10014309021

TrimTabs Investing : Using Liquidity Theory to Beat the Stock Market

Biderman, Charles - 2005 - 1st ed.

fundamental value. Finally, it outlines the building blocks of liquidity theory and explains how you can use them to predict the …. Biderman's long overdue book outlines the theory and evidence behind 'Trading Float,' the actual-and exploitable-power behind … -- PROMOTING GLOBAL PROSPERITY -- HONORING MY PARENTS -- Part I: Introducing Liquidity Theory -- Chapter 1: A Tale of Fortune Lost …

Persistent link: https://www.econbiz.de/10012688381

Forecasting, valuation and portfolio returns of stock market evolution: problems, paradoxes and efficient information : worldwide implications and Romanian evidence

Turcaş, Florin; Dumiter, Florin Cornel; Brezeanu, Petre; … - In: Journal of business economics and management 21 (2020) 1, pp. 87-114

The purpose of this paper is to make a quantitative and qualitative critical analyse regarding the three important aspects of stock market evolution. First, the forecasting problems are presented and analyse in order to establish the main problems and the potential solutions. Second, the...

Persistent link: https://www.econbiz.de/10012176187

Real estate risk in equity returns : empirical evidence from U.S. stock markets

Michel, Gaston - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003829197

Fundamentals and the winner-loser effect theory and empirical evidence

Külpmann, Mathias - 2000

Persistent link: https://www.econbiz.de/10001474619