A data analytic approach to forecasting daily stock returns in an emerging market

Title
A data analytic approach to forecasting daily stock returns in an emerging market
Authors
Keywords
Prediction/forecasting, Stock market return, Business analytics, Borsa Istanbul (BIST 100), Istanbul Stock Exchange (ISE)
Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 253, Issue 3, Pages 697-710
Publisher
Elsevier BV
Online
2016-03-23
DOI
10.1016/j.ejor.2016.02.056

Ask authors/readers for more resources

Reprint

Contact the author

Add your recorded webinar

Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.

Upload Now

Become a Peeref-certified reviewer

The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.

Get Started