Browsing Conference Papers by Subject "Stock return prediction"
Now showing items 1-2 of 2
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Developing multivariate models to predict abnormal stock returns - using cross-sectional differences to identify stocks with above average return expectations
(SCITEPRESS (Science and Technology Publications, Lda.), 2010)This paper describes the development of multivariate models used to identify stocks with above average return expectations. While most other research involving the development of stock return models involves time-series ... -
Evaluating predictors of abnormal stock returns multivariate models
(ACTA Press, 2010)In recent years much research effort has been spent on the development of statistical and neural network techniques to predict abnormal stock returns. Much previous work focused on time series prediction of stock returns, ...