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Stock market returns predictability: Can we improve it?

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posted 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

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Declaration of conflicts of interest

The authors declare no conflicts of interest

Corresponding author email

fatene.dioubi@gmail.com

Lead author country

China

Lead author job role

PhD Student

Lead author institution

College of Mathematics and Computer Science, Zhejiang Normal University, Jinhua, 321004, China

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