A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market

Computers and Operations Research

Volumn 32, Issue 10, 2005, Pages 2499-2512

  Cao, Qing ^a   Leggio, Karyl B ^a   Schniederjans, Marc J ^b  

^a UNIVERSITY OF MISSOURI KANSAS CITY   (United States)

^b UNIVERSITY OF NEBRASKA LINCOLN   (United States)

Author keywords

Artificial neural networks; Capital asset pricing model; Chinese stock market; Comparative analysis; Emerging market; Fama and French model; Stock price prediction

Indexed keywords

COMMERCE; COMPUTER SIMULATION; FINANCIAL DATA PROCESSING; INFORMATION ANALYSIS; INVESTMENTS; LAWS AND LEGISLATION; MARKETING;

CAPITAL ASSETS; INVESTORS; STOCK MARKET; STOCK PRICES;

NEURAL NETWORKS;

EID: 13544258711     PISSN: 03050548     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cor.2004.03.015     Document Type: Article

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