Non-linear forecasting of stock returns: Does volume help?-Reference-Cited by-同舟云学术

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Non-linear forecasting of stock returns: Does volume help?

Published:2007-01 Issue:1 Volume:23 Page:115-126
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

McMillan David G.

Publisher

Elsevier BV

Subject

Business and International Management

Reference42 articles.

1. Market liquidity as a sentiment indicator;Baker,2002

2. Threshold cointegration;Balke;International Economic Review,1997

3. Predicting stock returns in an efficient market;Balvers;Journal of Finance,1990

4. A model of investor sentiment;Barberis;Journal of Financial Economics,1998

5. Market statistics and technical analysis: The role of volume;Blume;Journal of Finance,1994

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4. Nonlinearity matters: The stock price – trading volume relation revisited;Economic Modelling;2021-05

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