Regression Analysis of Stock Returns By Filtering with Simple Moving Averages
Stock market prices are affected by industry performance, company news, and world news, political and economic changes. News from company and news about world events play an important role in the direction of stock markets. The analysts have different opinions about estimation of stock prices and st...
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| Format: | Article |
| Language: | English |
| Published: |
Tishk International University
2017-06-01
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| Series: | International Journal of Social Sciences & Educational Studies |
| Subjects: | |
| Online Access: | http://ijsses.org/wp-content/uploads/2017/06/Regression-Analysis-of-Stock-Returns.pdf |
| _version_ | 1797421337915949056 |
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| author | Ahmet Sekreter |
| author_facet | Ahmet Sekreter |
| author_sort | Ahmet Sekreter |
| collection | DOAJ |
| description | Stock market prices are affected by industry performance, company news, and world news, political and economic changes. News from company and news about world events play an important role in the direction of stock markets. The analysts have different opinions about estimation of stock prices and stock returns. Some techniques have been used for filtering series in time series analysis, using these methods can give more accurate estimations of stock returns before using regression methods to predict stock returns. |
| first_indexed | 2024-03-09T07:15:43Z |
| format | Article |
| id | doaj.art-92dc71e93f95471090ab4ddd5e5fa11c |
| institution | Directory Open Access Journal |
| issn | 2409-1294 2409-1294 |
| language | English |
| last_indexed | 2024-03-09T07:15:43Z |
| publishDate | 2017-06-01 |
| publisher | Tishk International University |
| record_format | Article |
| series | International Journal of Social Sciences & Educational Studies |
| spelling | doaj.art-92dc71e93f95471090ab4ddd5e5fa11c2023-12-03T08:41:06ZengTishk International UniversityInternational Journal of Social Sciences & Educational Studies2409-12942409-12942017-06-01349810410.23918/ijsses.v3i4p98Regression Analysis of Stock Returns By Filtering with Simple Moving Averages Ahmet SekreterStock market prices are affected by industry performance, company news, and world news, political and economic changes. News from company and news about world events play an important role in the direction of stock markets. The analysts have different opinions about estimation of stock prices and stock returns. Some techniques have been used for filtering series in time series analysis, using these methods can give more accurate estimations of stock returns before using regression methods to predict stock returns.http://ijsses.org/wp-content/uploads/2017/06/Regression-Analysis-of-Stock-Returns.pdfStock PricesRegression AnalysisFilteringSimple Moving Averages |
| spellingShingle | Ahmet Sekreter Regression Analysis of Stock Returns By Filtering with Simple Moving Averages International Journal of Social Sciences & Educational Studies Stock Prices Regression Analysis Filtering Simple Moving Averages |
| title | Regression Analysis of Stock Returns By Filtering with Simple Moving Averages |
| title_full | Regression Analysis of Stock Returns By Filtering with Simple Moving Averages |
| title_fullStr | Regression Analysis of Stock Returns By Filtering with Simple Moving Averages |
| title_full_unstemmed | Regression Analysis of Stock Returns By Filtering with Simple Moving Averages |
| title_short | Regression Analysis of Stock Returns By Filtering with Simple Moving Averages |
| title_sort | regression analysis of stock returns by filtering with simple moving averages |
| topic | Stock Prices Regression Analysis Filtering Simple Moving Averages |
| url | http://ijsses.org/wp-content/uploads/2017/06/Regression-Analysis-of-Stock-Returns.pdf |
| work_keys_str_mv | AT ahmetsekreter regressionanalysisofstockreturnsbyfilteringwithsimplemovingaverages |