SOME QUANTITATIVE TESTS FOR STOCK PRICE GENERATING MODELS AND TRADING FOLKLORE

被引:0
|
作者
OSBORNE, MFM
机构
关键词
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:321 / &
相关论文
共 50 条
  • [1] STOCK PRICE BEHAVIOR AND TRADING
    SEELENFREUND, A
    PARKER, GGC
    VANHORNE, JC
    JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1968, 3 (03) : 263 - 281
  • [2] Training ensembles of faceted classification models for quantitative stock trading
    Luca Cagliero
    Paolo Garza
    Giuseppe Attanasio
    Elena Baralis
    Computing, 2020, 102 : 1213 - 1225
  • [3] Training ensembles of faceted classification models for quantitative stock trading
    Cagliero, Luca
    Garza, Paolo
    Attanasio, Giuseppe
    Baralis, Elena
    COMPUTING, 2020, 102 (05) : 1213 - 1225
  • [4] VARIANCE BOUNDS TESTS AND STOCK-PRICE VALUATION MODELS
    KLEIDON, AW
    JOURNAL OF POLITICAL ECONOMY, 1986, 94 (05) : 953 - 1001
  • [5] Trading Network Predicts Stock Price
    Sun, Xiao-Qian
    Shen, Hua-Wei
    Cheng, Xue-Qi
    SCIENTIFIC REPORTS, 2014, 4
  • [6] Day trading and stock price volatility
    Kyröläinen P.
    Journal of Economics and Finance, 2008, 32 (1) : 75 - 89
  • [7] Options Trading and Stock Price Informativeness
    Cao, Jie
    Goyal, Amit
    Ke, Sai
    Zhan, Xintong
    JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 2024, 59 (04) : 1516 - 1540
  • [8] Trading Network Predicts Stock Price
    Xiao-Qian Sun
    Hua-Wei Shen
    Xue-Qi Cheng
    Scientific Reports, 4
  • [9] The trading time risks of stock investment in stock price drop
    Li, Jiang-Cheng
    Tang, Nian-Sheng
    Mei, Dong-Cheng
    Li, Yun-Xian
    Zhang, Wan
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2016, 461 : 778 - 787
  • [10] PROGRAM TRADING AND STOCK AND FUTURES PRICE VOLATILITY
    GROSSMAN, SJ
    JOURNAL OF FUTURES MARKETS, 1988, 8 (04) : 413 - 419