Modeling and forecasting abnormal stock returns using the nonlinear Gray Bernoulli model
Purpose - This study aims to use gray models to predict abnormal stock returns. Design/methodology/approach - Data are collected from listed companies in the Tehran Stock Exchange during 2005-2015. The analyses portray three models, namely, the gray model, the nonlinear gray Bernoulli model and the...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Publishing
2018-06-01
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| Series: | Journal of Economics Finance and Administrative Science |
| Subjects: | |
| Online Access: | https://www.emeraldinsight.com/doi/pdfplus/10.1108/JEFAS-06-2017-0075 |