An early indicator for anomalous stock market performance

DOI10.1080/14697688.2023.2281529OpenAlexW4390695870MaRDI QIDQ6127424

Marlon Fritz, Thomas Gries, Unnamed Author

Publication date: 12 April 2024

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2023.2281529

zbMATH Keywords

local linear regressionstock pricingfinancial indicatornonparametric trendstock price cyclevaluation ratio

Mathematics Subject Classification ID

Financial markets (91G15)

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