Predicting next trading day closing price of ASEAN+6 stock indices using artificial neural networks : evidence from Lunar New Year effect
Surachai Chancharat and Sutida Tukaew
| Year of publication: |
2024
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|---|---|
| Authors: | Surachai Chancharat ; Tukaew, Sutida |
| Published in: |
International journal of economic policy in emerging economies : IJEPEE. - Genève : Inderscience Enterprises, ISSN 1752-0460, ZDB-ID 2441972-2. - Vol. 20.2024, 3/4, p. 237-245
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| Subject: | efficient market hypothesis | EMH | holiday effect | stock price prediction | variance-ratio test | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Schätzung | Estimation | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJEPEE.2024.142493 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015402769