SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Kernel methods for short-term portfolio management
16 references·1 citing·40 second hop
Kernel methods for short-term portfolio management (2005)Kernel methods for short-term portfolio m…Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)Application of neural network…Capital markets research in accounting (2001)Capital markets research in a…Support vector machine for regression and applications to financial forecasting (2000)Support vector machine for re…Trading Volume and Different Aspects of Disagreement Coincident with Earnings Announcements. (1997)Trading Volume and Different …A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)A Nonparametric Approach to P…A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)A Nonparametric Approach to P…Security Returns Around Earnings Announcements. (1991)Security Returns Around Earni…Cross-sectional variation in the stock market response to accounting earnings announcements (1989)Cross-sectional variation in …Seasonalities in security returns (1988)Seasonalities in security ret…Unexpected Earnings, Firm Size, and Trading Volume Around Quarterly Earnings Announcements. (1987)Unexpected Earnings, Firm Siz…Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements (1985)Predisclosure Information, Fi…Timeliness of Reporting and the Stock Price Reaction to Earnings Announcements (1984)Timeliness of Reporting and t…An Empirical Investigation of the Effect of Quarterly Earnings Announcement Timing on Stock Returns (1984)An Empirical Investigation of…Price and Trading Volume Reaction Surrounding Earnings Announcements: A Closer Examination (1981)Price and Trading Volume Reac…The Information Content of Annual Earnings Announcements (1968)The Information Content of An…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects (2014)Stochastic and genetic neural…Task complexity and contingent processing in decision making: An information search and protocol analysis (1976)On the Impossibility of Informationally Efficient Markets (1980)MODELLING ABNORMAL RETURNS: A REVIEW ARTICLE (1992)Trading volume reactions to annual accounting earnings announcements (1994)Why Do Individual Investors Disregard Accounting Information? The Roles of Information Awareness and Acquisition Costs (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: II (1991)Dividend Policy, Growth, and the Valuation of Shares (1961)Positive Accounting Theory (1985)Association between accounting performance measures and stock prices (1992)Price and return models (1995)The implied cost of capital: A new approach (2011)The relationship between return and market value of common stocks (1981)Earnings Innovations, Earnings Persistence, and Stock Returns (1987)Reputation and Performance Among Security Analysts (1992)The Geography of Equity Analysis (2005)A Simplified Model for Portfolio Analysis (1963)The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors (1979)The distribution of earnings news over time and seasonalities in aggregate stock returns (1987)The Weekend Effect in Information Releases: A Study of Earnings and Dividend Announcements (1989)A Stochastic Approximation Method (1951)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Nonparametric risk management and implied risk aversion (2000)Deep Learning for Finance: Deep Portfolios (2016)Economic Forces and the Stock Market (1986)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange (2010)Forecasting stock indices with back propagation neural network (2011)Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach (2018)Judgment under Uncertainty: Heuristics and Biases (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)Investor Inattention and Friday Earnings Announcements (2009)Constraints on short-selling and asset price adjustment to private information (1987)Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)
this work references cited by second hop

References

  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1968The Information Content of Annual Earnings Announcements2,739 cited
  • 2001Capital markets research in accounting2,575 cited
  • 1985Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements1,005 cited
  • 1989Cross-sectional variation in the stock market response to accounting earnings announcements816 cited
  • 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks718 cited
  • 1984Timeliness of Reporting and the Stock Price Reaction to Earnings Announcements698 cited
  • 2002Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index527 cited
  • 1984An Empirical Investigation of the Effect of Quarterly Earnings Announcement Timing on Stock Returns334 cited
  • 1987Unexpected Earnings, Firm Size, and Trading Volume Around Quarterly Earnings Announcements.329 cited
  • 2000Support vector machine for regression and applications to financial forecasting326 cited
  • 1981Price and Trading Volume Reaction Surrounding Earnings Announcements: A Closer Examination261 cited
  • 1991Security Returns Around Earnings Announcements.254 cited
  • 1997Trading Volume and Different Aspects of Disagreement Coincident with Earnings Announcements.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

205 cited
  • 1988Seasonalities in security returns185 cited
  • 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks156 cited
  • Cited by

    • 2014Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects26 cited