Economic factors and the stock market: A new perspective

Journal of Forecasting

Volumn 18, Issue 3, 1999, Pages 151-166

  Qi, Min ^a   Maddala, G S ^b  

^a KENT STATE UNIVERSITY   (United States)

^b OHIO STATE UNIVERSITY   (United States)

Author keywords

Market timing; Neural networks; Stock return prediction; Switching strategy

Indexed keywords

EID: 0001606625     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199905)18:3<151::AID-FOR716>3.0.CO;2-V     Document Type: Article

References (5)

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2. Balvers, R. J., Cosimano, T. F. and McDonald, B., 'Predicting stock returns in an efficient market', Journal of Finance, 55 (1990), 1109-28.
3. Campbell, J. Y., 'Stock returns and the term structure', Journal of Financial Economics, 18 (1987), 373-99.
4. White, H., 'Connectionist nonparametric regression: multilayer feedforward networks can learn arbitrary mappings', Neural Networks, 3 (1990), 535-49.
5. Whitelaw, R. F., 'Time variations and covariations in the expectation and volatility of stock market returns', Journal of Finance, 49 (1994), 515-41.