Browsing Conference Papers - Potchefstroom Campus by Subject "Multivariate models"
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Developing multivariate models to predict abnormal stock returns - using cross-sectional differences to identify stocks with above average return expectations (SCITEPRESS (Science and Technology Publications, Lda.), 2010)This paper describes the development of multivariate models used to identify stocks with above average return expectations. While most other research involving the development of stock return models involves time-series ...