Short-Term Price Overreactions: Identification, Testing, Exploitation
نویسندگان
چکیده
منابع مشابه
Analysis of oil price behavior in the short term and long term based on the strategy of producers
The strategy are in the planning of oil price changes in the short and long term. Therefore, producers should seek to analyze the behavior of crude oil prices in the short and long term in order to adjust their plans. the price level in the oil market is associated with high fluctuations, many producers in the market seek to reduce exchange risk. This article aims to analyze the behavior of oil...
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0957-4174/$ see front matter 2008 Elsevier Ltd. A doi:10.1016/j.eswa.2008.09.049 * Corresponding author. Tel.: +86 10 62777703. E-mail addresses: [email protected] com (Z. Yang), [email protected] (Y. Song). Neural network has been popular in time series prediction in financial areas because of their advantages in handling nonlinear systems. This paper presents a study of using a no...
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ژورنال
عنوان ژورنال: Computational Economics
سال: 2017
ISSN: 0927-7099,1572-9974
DOI: 10.1007/s10614-017-9651-2