Doryab, Bahar; Salehi, Mahdi - In: Journal of Economics, Finance and Administrative Science 23 (2018) 44, pp. 95-112
model, the nonlinear gray Bernoulli model and the Nash nonlinear gray Bernoulli model. Findings Results show that the Nash … nonlinear gray Bernoulli model can predict abnormal stock returns that are defined by conditions other than gray models which …