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Preprints are early versions of research articles that have not been peer reviewed.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 KhurshidThis 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
History
Declaration of conflicts of interest
The authors declare no conflicts of interestCorresponding author email
fatene.dioubi@gmail.comLead author country
- China
Lead author job role
- PhD Student
Lead author institution
College of Mathematics and Computer Science, Zhejiang Normal University, Jinhua, 321004, ChinaTerms agreed
- Yes, I agree to Advance terms
