Sekreter, Ahmet (2017) Regression Analysis of Stock Returns By Filtering with Simple Moving Averages. International Journal of Social Sciences & Educational Studies, 3 (4). pp. 98-104. ISSN 24091294
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ijsses.v3i4p98.pdf - Published Version Available under License Creative Commons Attribution Non-commercial No Derivatives. Download (758kB) |
Official URL: https://doi.org/10.23918/ijsses.v3i4p98
Abstract
Stock market prices are affected by industry performance, company news, and world news, political and economic changes. News from company and news about world events play an important role in the direction of stock markets. The analysts have different opinions about estimation of stock prices and stock returns. Some techniques have been used for filtering series in time series analysis, using these methods can give more accurate estimations of stock returns before using regression methods to predict stock returns.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Stock Prices, Regression Analysis, Filtering, Simple Moving Averages JEL Classification: G17, C13 |
| Subjects: | H Social Sciences > H Social Sciences (General) H Social Sciences > HB Economic Theory T Technology > T Technology (General) |
| Divisions: | International Journal of Social Sciences & Educational Studies > VOL 3, NO 4 (2017) |
| Depositing User: | ePrints deposit |
| Date Deposited: | 23 Aug 2020 10:10 |
| Last Modified: | 23 Aug 2020 10:10 |
| URI: | http://eprints.tiu.edu.iq/id/eprint/92 |
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