The Usefulness of Variables (Dimension) Reduction Methods in Stock Returns of the Companies Listed on Tehran Stock Exchange

The Purpose of this research is investigating the usefulness of variables (dimension) reduction methods (selection and extraction) in stock returns of the companies listed on Tehran Stock Exchange (TSE). In this regard, through reviewing literature, 52 predictive features (variables) were specified...

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Bibliographic Details
Main Authors: Mohammad Hossein Setayesh, Mostafa Kazemnezhad
Format: Article
Language:fas
Published: Allameh Tabataba'i University Press 2019-09-01
Series:مطالعات تجربی حسابداری مالی
Subjects:
Online Access:https://qjma.atu.ac.ir/article_10647_b4099b5604e7e6cb3af1787d46122751.pdf