Regression Analysis of Stock Returns By Filtering with Simple Moving Averages

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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Official URL: http://dx.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
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HG Finance
Divisions: Ishik International Journal of Social Sciences & educational Studies > VOL 3, NO 4 (2017)
Depositing User: Depositor @ Ishik University
Date Deposited: 07 May 2018 09:04
Last Modified: 07 May 2018 09:04
URI: http://eprints.ishik.edu.iq/id/eprint/79

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