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Forecasting UK stock prices
16 references·3 citing·33 second hop
Forecasting UK stock prices (1996)Forecasting UK stock pricesLong-Horizon Mean-Reverting Stock Prices Revisited (1992)Long-Horizon Mean-Reverting S…Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Production-Based Asset Pricin…Optimal Inference in Cointegrated Systems (1991)Optimal Inference in Cointegr…Financial Investment Opportunities and the Macroeconomy (1991)Financial Investment Opportun…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …Econometric Models and Economic Forecasts (1990)Econometric Models and Econom…Anomalies: A Mean-Reverting Walk Down Wall Street (1989)Anomalies: A Mean-Reverting W…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…The theory and practice of econometrics (1986)The theory and practice of ec…STOCK PRICES, REAL ACTIVITY, INFLATION AND MONEY (1981)STOCK PRICES, REAL ACTIVITY, …Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Linear prediction and estimation methods for regression models with stationary stochastic coefficients (1980)Linear prediction and estimat…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …A CNN-LSTM-Based Model to Forecast Stock Prices (2020)A CNN-LSTM-Based Model to For…Predicting the behaviour of Australian ESG REITs using Markov chain analysis (2015)Predicting the behaviour of A…Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)Application of neural network…Expectations and the neutrality of money (1972)MONEY, INCOME, AND CAUSALITY (1972)Asset returns and inflation (1977)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Fractional Brownian Motions, Fractional Noises and Applications (1968)Time Series Analysis Forecasting and Control. (1971)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)The analysis of household surveys (1997)Determinants of Perceived Ease of Use: Integrating Control, Intrinsic Motivation, and Emotion into the Technology Acceptance Model (2000)Veto Players. How Political Institutions Work (2003)Asset pricing and the bid-ask spread (1986)The Effect of National Culture on the Choice of Entry Mode (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)Introductory Econometrics for Finance (2008)
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References

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  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1990Econometric Models and Economic Forecasts4,973 cited
  • 1986The theory and practice of econometrics4,342 cited
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  • 1991Optimal Inference in Cointegrated Systems1,110 cited
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  • 1980Linear prediction and estimation methods for regression models with stationary stochastic coefficients

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199 cited
  • 1992Long-Horizon Mean-Reverting Stock Prices Revisited149 cited
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    • 2020A CNN-LSTM-Based Model to Forecast Stock Prices595 cited
    • 2002Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index537 cited
    • 2015Predicting the behaviour of Australian ESG REITs using Markov chain analysis15 cited