Stock market returns predictability: Can we improve it?

duan, wenqi; fatene, dioubi; Khurshid, Adnan

doi:10.31124/advance.19782499.v1

Preprints are early versions of research articles that have not been peer reviewed. They should not be regarded as conclusive and should not be reported in news media as established information.

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Stock market returns predictability: Can we improve it?

preprint

posted on 2022-05-20, 18:36 authored by wenqi duan, dioubi fatenedioubi fatene, Adnan Khurshid

This paper explores the possibility of improving the predictability of financial returns via a decomposition method called “External trend and internal componenets analysis”. Using some Chinese and American stock market, it approves that the method enhance predictability