Can NN-algorithms and macroeconomic data improve OLS industry returns forecasts?*

Author： Pedersen Christian   Satchell Stephen  

Publisher： Routledge Ltd

ISSN： 1466-4364

Source： The European Journal of Finance, Vol.9, Iss.3, 2003-06, pp. : 273-289

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Macroeconomic surprises and stock returns in South Africa

By Gupta Rangan   Reid Monique  

Studies in Economics and Finance, Vol. 30, Iss. 3, 2013-07 ,pp. : 266-282

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Acquisition returns: does industry matter?

By Yaghoubi Reza   Locke Stuart   Gibb Jenny  

Studies in Economics and Finance, Vol. 31, Iss. 3, 2014-07 ,pp. : 309-324

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Evaluating density forecasts from models of stock market returns

By De Raaij Gabriela   Raunig Burkhard  

The European Journal of Finance, Vol. 11, Iss. 2, 2005-04 ,pp. : 151-166

Routledge Ltd

Access to resources Recommend Favorite

The effects of macroeconomic factors on stock returns: Istanbul Stock Market

By Rjoub Husam   Türsoy Turgut   Günsel Nil  

Studies in Economics and Finance, Vol. 26, Iss. 1, 2009-03 ,pp. : 36-45

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Allocation to industry portfolios under Markov switching returns

By Tudor Deniz Kebabci  

Studies in Economics and Finance, Vol. 30, Iss. 4, 2013-09 ,pp. : 317-346

Emerald Group Publishing Ltd

Access to resources Recommend Favorite