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ArticleForecasting stock indices: a comparison of classification and level estimation models

Mark T. Leung2000

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Forecasting stock indices: a comparison of classification and level estimation models

Mark T. Leung · Hazem Daouk · An‐Sing Chen

428 citations·0/0 files stored·International Journal of Forecasting

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Stock Market Forecasting Methods Financial Markets and Investment Strategies Forecasting Techniques and Applications

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References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1985Does the Stock Market Overreact?1976The arbitrage theory of capital asset pricing 1986Economic Forces and the Stock Market 1998Forecasting with artificial neural networks:1994Contrarian Investment, Extrapolation, and Risk 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

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Year2000

Typearticle

Published2000-04-01

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations428

Files0 public / 0

ShelfStock Market Forecasting Methods

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doi10.1016/s0169-2070(99)00048-5

openalex_workW3124185353

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2006

Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics

2016Application of artificial neural network for the prediction of stock market returns: The case of the Japanese stock market

2008Evolving Least Squares Support Vector Machines for Stock Market Trend Mining