Predicting stock price movements: an ordered probit analysis on the Australian Securities Exchange
From MaRDI portal
Publication:2869970
DOI10.1080/14697688.2010.494612zbMATH Open1278.91194OpenAlexW2150693748MaRDI QIDQ2869970FDOQ2869970
Authors: Joey Wenling Yang, Jerry Parwada 
Publication date: 17 January 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2010.494612
Recommendations
- Short-term stock price prediction based on limit order book dynamics
- Completion time structures of stock price movements
- Volatility modeling and prediction: the role of price impact
- scientific article; zbMATH DE number 2175084
- Capturing the order imbalance with hidden Markov model: a case of SET50 and KOSPI50
Cites Work
- Polychotomous Quantal Response in Biological Assay
- Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
- Continuous Auctions and Insider Trading
- Durations, volume and the prediction of financial returns in transaction time
- Analysing liquidity and absorption limits of electronic markets with volume durations
Cited In (6)
- Diagnosing shocks in stock markets of Southeast-Asia, Australia, and New Zealand
- Discrete-response state space models with conditional heteroscedasticity: an application to forecasting the federal funds rate target
- A conditional fuzzy inference approach in forecasting
- The Carlson-Parkin method applied to NZ price expectations using QSBO survey data
- A structured financial statement analysis and the direct prediction of stock prices in Korea
- Completion time structures of stock price movements
This page was built for publication: Predicting stock price movements: an ordered probit analysis on the Australian Securities Exchange
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2869970)
