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Stock market returns predictability: Can we improve it?
  • dioubi fatene,
  • wenqi duan,
  • Adnan Khurshid
dioubi fatene
College of Mathematics and Computer Science, Zhejiang Normal University, Jinhua, 321004, China

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wenqi duan
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Adnan Khurshid
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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