SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stock price prediction using principal components
16 references·3 citing·43 second hopsampled
Stock price prediction using principal components (2020)Stock price prediction using principal co…Evaluating multiple classifiers for stock price direction prediction (2015)Evaluating multiple classifie…Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Improved estimation of the co…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Speculative Dynamics (1991)Speculative DynamicsComponent Analysis versus Common Factor Analysis: Some issues in Selecting an Appropriate Procedure (1990)Component Analysis versus Com…Earnings Yields, Market Values, and Stock Returns (1989)Earnings Yields, Market Value…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Dividend yields and expected stock returns (1988)Dividend yields and expected …Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test (1987)Stock Market Prices Do Not Fo…Stock return variances (1986)Stock return variancesDoes the Stock Market Overreact? (1985)Does the Stock Market Overrea…New Concepts in Technical Trading Systems (1978)New Concepts in Technical Tra…Recurrent neural network architecture for forecasting banana prices in Gujarat, India (2023)Recurrent neural network arch…Sustainable Future: Trends, Strategies and Development (2022)Sustainable Future: Trends, S…Stock market decision support modeling with tree-based AdaBoost ensemble machine learning models (2021)Stock market decision support…The Behavior of Stock-Market Prices (1965)Stock returns and the weekend effect (1980)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Empirical exchange rate models of the seventies (1983)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Heterogeneous Agent Models in Economics and Finance (2005)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: II (1991)Common risk factors in the returns on stocks and bonds (1993)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Market underreaction to open market share repurchases (1995)Do Investors Trade Too Much? (1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)The Performance of Mutual Funds in the Period 1945-1964 (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Risks and Portfolio Decisions Involving Hedge Funds (2003)Hedge Funds and the Technology Bubble (2004)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Multifactor Explanations of Asset Pricing Anomalies (1996)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Industry costs of equity (1997)Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH (2001)International Stock Return Comovements (2005)High dimensional covariance matrix estimation using a factor model (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Illiquidity and stock returns: cross-section and time-series effects (2002)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1986Stock return variances1,813 cited
  • 2003Improved estimation of the covariance matrix of stock returns with an application to portfolio selection1,634 cited
  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1990Component Analysis versus Common Factor Analysis: Some issues in Selecting an Appropriate Procedure740 cited
  • 1987Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test735 cited
  • 2015Evaluating multiple classifiers for stock price direction prediction597 cited
  • 1989Earnings Yields, Market Values, and Stock Returns497 cited
  • 1991Speculative Dynamics

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

486 cited
  • 1978New Concepts in Technical Trading Systems461 cited
  • Cited by

    • 2023Recurrent neural network architecture for forecasting banana prices in Gujarat, India46 cited
    • 2021Stock market decision support modeling with tree-based AdaBoost ensemble machine learning models31 cited
    • 2022Sustainable Future: Trends, Strategies and Development6 cited