Maximizing predictability in the stock and bond markets

Maximizing predictability in the stock and bond markets

Title from cover.

Bibliographic Details
Main Authors:	Lo, Andrew W., MacKinlay, Archie Craig
Other Authors:	Sloan School of Management.
Format:	Working Paper
Published:	Cambridge, Mass. : Sloan School of Management, Laboratory for Financial Engineering, Massachusetts Institute of Technology 2009
Online Access:	http://hdl.handle.net/1721.1/48495

Similar Items

An econometric analysis of nonsynchronous trading
by: Lo, Andrew W., et al.
Published: (2009)

Maximizing predictability in the stock and bond markets
Published: (2003)

The Wisdom of Twitter Crowds:Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds
by: Azar, Pablo Daniel, et al.
Published: (2017)

An ordered probit analysis of transaction stock prices
by: Hausman, Jerry A., et al.
Published: (2011)

The Effect of bond rating change announcements on stock prices :: An Empirical examination in Indonesia stock market
by: , ANDRIANSYAH, et al.
Published: (2002)

Stock market liquidity and macroeconomic predictability
by: Bay, Mingde, et al.
Published: (2013)

AI-driven stock market prediction
by: Chong, Noel Zhenjie
Published: (2022)

Stock market prediction with artificial intelligence
by: Liu, Wenhan
Published: (2020)

Stock market prediction with artificial intelligence
by: Raoul Ramesh Nanwani
Published: (2022)

Stock market prediction using artificial intelligence
by: Wan, Yuhao
Published: (2022)

Stock market prediction using machine learning
by: Lim, Alloysius Zong Hong
Published: (2023)

Opinion based intelligent stock market prediction
by: Shi, Yilin
Published: (2019)

Stock market prediction using artificial intelligence
by: Zhang, Yiran
Published: (2022)

Stock market prediction using artificial intelligence
by: Kong, Yiyang
Published: (2023)

Predictive elements of the stock market in the foothball industry.
by: Seek, Kah Hoe., et al.
Published: (2013)

Predicting stock market using social sentiment
by: Heah, Chao Xiang
Published: (2018)

Nearly maximally predictive features and their dimensions
by: Marzen, Sarah E., et al.
Published: (2017)

Fundamental analysis and prediction of stock returns: evidence from the Singapore stock market.
by: Low, Lay Chin., et al.
Published: (2008)

To maximize or randomize? An experimental study of probability matching in financial decision making
by: Lo, Andrew W, et al.
Published: (2021)

Using AI and big data to predict stock market
by: Li, Jing
Published: (2023)

Market-oriented AI algorithmic stock prediction and analysis
by: Deng, Yibo
Published: (2024)

The role of stock market volatility in predicting macroeconomic quantities.
by: Leong, Florence Mei Hua., et al.
Published: (2013)

Applications of twitter emotion detection for stock market prediction
by: Liu, Clare H
Published: (2018)

Investigate and Analyze the Impact of Electronification in Fixed Income Bond Markets and Equity Stock Markets via ARIES Framework
by: Uppal, Abhishek
Published: (2023)

Stock ownership patterns, stock market fluctuations, and consumption
by: Poterba, James M., et al.
Published: (2011)

Shareholder value maximization and product market competition
by: Rotemberg, Julio., et al.
Published: (2009)

Economic value added and prediction of stock returns : evidence from the Singapore stock market.
by: Chan, Yin Wan., et al.
Published: (2009)

Seed selection for viral marketing in online social networks : from influence maximization to profit maximization
by: Tang, Jing
Published: (2017)

Stock Market Value Prediction Based On Machine Learning Approach
by: Chew, Min Wei
Published: (2023)

Prediction of stock market using artificial intelligence and sentiment analysis
by: Lee, Shanice Shi Ying
Published: (2024)

Social media sentiment enhanced stock market prediction analysis
by: Tan, Adrian Yong Chang
Published: (2018)

Influence maximization for viral marketing in online social networks
by: Lu, Yaman
Published: (2018)

Profit Maximization for Viral Marketing in Online Social Networks
by: Tang, Jing, et al.
Published: (2016)

Pricing of convertible bonds on stock exchange of Singapore.
by: Chia, Sue Sung., et al.
Published: (2013)

The impacts of US Fed interest rate liftoff on Southwest Asia stock markets, sovereign bond and currencies
by: Ooi, Teik Khim
Published: (2017)

Finding kernel function for stock market prediction with support vector regression
by: Chai, Chon Lung
Published: (2006)

Classification of stock market index based on predictive fuzzy decision tree
by: Khokhar, Arashid Hafeez
Published: (2005)

Dynamic Interdependence between volatility of Shariah stock and bond
by: Aminah Shari, et al.
Published: (2023)

Dynamic interdependence between volatility of Shariah stock and bond
by: Shari, Aminah, et al.
Published: (2023)

Singapore's regional bond market
by: Tan, Ai Tong, et al.
Published: (2009)