Predicting stock price movements: an ordered probit analysis on the Australian Securities Exchange (Q2869970)
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scientific article; zbMATH DE number 6247154
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| English | Predicting stock price movements: an ordered probit analysis on the Australian Securities Exchange |
scientific article; zbMATH DE number 6247154 |
Statements
Predicting stock price movements: an ordered probit analysis on the Australian Securities Exchange (English)
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17 January 2014
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stock prices
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ordered probit
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autoregressive conditional duration
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trade imbalance
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0.7065826058387756
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0.7065327763557434
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0.7044470906257629
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0.6842818856239319
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