Modeling and forecasting abnormal stock returns using the nonlinear Gray Bernoulli model

Autor: Bahar Doryab, Mahdi Salehi

Publikováno v: Journal of Economics Finance and Administrative Science, Vol 23, Iss 44, Pp 95-112 (2018)

Purpose - This study aims to use gray models to predict abnormal stock returns. Design/methodology/approach - Data are collected from listed companies in the Tehran Stock Exchange during 2005-2015. The analyses portray three models, namely, the gray

Externí odkaz: https://doaj.org/article/5dbf4207db814f42a1f4fe05999bf5d3

Modeling and forecasting abnormal stock returns using the nonlinear Grey Bernoulli model

Autor: Mahdi Salehi, Bahar Doryab

Publikováno v: Journal of Economics Finance and Administrative Studies (22180648) vol. 23 Issue 44 (2018)
ESAN-Institucional
Universidad ESAN
instacron:ESAN
Journal of Economics Finance and Administrative Science, Vol 23, Iss 44, Pp 95-112 (2018)
Journal of Economics, Finance and Administrative Science, Volume: 23, Issue: 44, Pages: 112-95, Published: JUN 2018
The bi-annual academic publication of Universidad ESAN; Vol 23, No 44 (2018)
Journal of Economics Finance and Administrative Studies; Vol 23, No 44 (2018)
Revistas Universidad ESAN

Purpose – This study aims to use gray models to predict abnormal stock returns. Design/methodology/approach – Data are collected from listed companies in the Tehran Stock Exchange during 2005-2015. The analyses portray three models, namely, the g

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0b84d969f07da2761c4b78d30f1ed227
https://revistas.esan.edu.pe/index.php/jefas/article/view/114

Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.