Irrational fads, short-term memory emulation, and asset predictability-Reference-Cited by-同舟云学术

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Irrational fads, short-term memory emulation, and asset predictability

Published:2013-11 Issue:4 Volume:22 Page:213-219
ISSN:1058-3300
Container-title:Review of Financial Economics
language:en
Short-container-title:Review of Financial Economics

Author:

Bekiros Stelios D.

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Reference58 articles.

1. How effective are neural networks at forecasting and prediction? A review and evaluation;Adya;Journal of Forecasting,1998

2. Asymmetric volatility and risk in equity markets;Bekaert;The Review of Financial Studies,2000

3. Noise;Black;Journal of Finance,1986

4. Time Series Analysis: Forecasting and Control;Box,1970

5. A Combined Signal Approach to Technical Analysis on the S&P 500;Camillo;Journal of Business & Economics Research,2008

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1. A rational finance explanation of the stock predictability puzzle;Review of Financial Economics;2024-07

2. Machine learning models predicting returns: Why most popular performance metrics are misleading and proposal for an efficient metric;Expert Systems with Applications;2022-08

3. Financial time series forecasting with deep learning : A systematic literature review: 2005–2019;Applied Soft Computing;2020-05

4. Artificial neural networks in business: Two decades of research;Applied Soft Computing;2016-01

5. Cross-market spillovers with 'volatility surprise';REV FINANC ECON;2014

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