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accuracy ratio 1 binomial probability distribution 1 closing prices 1 forecasting ability 1 investor sentiment endurance index 1 modelling 1 rolling forecasts 1 stock market prices 1
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He, Ling T. 1
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International Journal of Financial Markets and Derivatives 1
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The investor sentiment endurance index and its forecasting ability
He, Ling T. - In: International Journal of Financial Markets and Derivatives 3 (2012) 1, pp. 61-70
Based on a binomial probability distribution model, this paper creates an investor sentiment endurance index which …
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