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Developing a predictive method : a comparative study of the partial least squares vs. maximum likelihood techniques

Rodgers, Waymond (contributor); Pavlou, Paul A. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003246814

Real estate returns predictability revisited : novel evidence from the US REITs market

Akinsomi, Omokolade; Aye, Goodness C.; Babalos, Vassilios; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 1165-1190

Persistent link: https://www.econbiz.de/10011554410

Stock return predictability despite low autocorrelation

Amini, Shima; Hudson, Robert; Keasey, Kevin - In: Economics letters 108 (2010) 1, pp. 101-103

Persistent link: https://www.econbiz.de/10008662168

A review of the international literature on the short term predictability of stock prices conditional on large prior price changes : microstructure, behavioral and risk related explanations

Amini, Shima; Ge̜bka, Bartosz; Hudson, Robert; Keasey, … - In: International review of financial analysis 26 (2013), pp. 1-17

Persistent link: https://www.econbiz.de/10009717232

Return predictability and the "wisdom of crowds" : genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis

Manahov, Viktor; Hudson, Robert; Hoque, Hafiz - In: Journal of international financial markets, … 37 (2015), pp. 85-98

Persistent link: https://www.econbiz.de/10011475040

How exactly do markets adapt? : evidence from the moving average rule in three developed markets

Urquhart, Andrew; Ge̜bka, Bartosz; Hudson, Robert - In: Journal of international financial markets, … 38 (2015), pp. 127-147

Persistent link: https://www.econbiz.de/10011475180

The benefits of combining seasonal anomalies and technical trading rules

Ge̜bka, Bartosz; Hudson, Robert; Atanasova, Christina V. - In: Finance research letters 14 (2015), pp. 36-44

Persistent link: https://www.econbiz.de/10011552592

Nonlinearity everywhere : implications for empirical finance, technical analysis and value at risk

Amini, Shima; Hudson, Robert; Urquhart, Andrew; Wang, Jian - In: The European journal of finance 27 (2021) 13, pp. 1326-1349

We show that expected returns on US stocks and all major global stock market indices have a particular form of non-linear dependence on previous returns. The expected sign of returns tends to reverse after large price movements and trends tend to continue after small movements. The observed...

Persistent link: https://www.econbiz.de/10012653097