Preprints are early versions of research articles that have not been peer reviewed.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.
Stock market returns predictability: Can we improve it?
preprintposted on 20.05.2022, 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
Declaration of conflicts of interestThe authors declare no conflicts of interest
Corresponding author firstname.lastname@example.org
Lead author countryChina
Lead author job rolePhD Student
Lead author institutionCollege of Mathematics and Computer Science, Zhejiang Normal University, Jinhua, 321004, China
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