Forecasting US stock market returns: a Japanese candlestick approach
type: Item
instance of: scholarly article
title: Forecasting US stock market returns: a Japanese candlestick approach
zbMATH Open document ID: 1460.91264
author: Yanyan Li
published in: Journal of Systems Science and Complexity
publication date: 2021-04-08T00:00:00Z
Mathematics Subject Classification ID: 91G15
zbMATH DE Number: 7331579
zbMATH Keywords: Japanese candlestick
zbMATH Keywords: out-of-sample predictability
zbMATH Keywords: US stock market
MaRDI profile type: MaRDI publication profile
full work available at URL: s11424-020-9126-8
OpenAlex ID: W3100276036
cites work: Forecasting stock market movement direction with support vector machine
cites work: Asset allocation under multivariate regime switching
cites work: The role of Japanese candlestick in DVAR model
cites work: In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
cites work: Approximately normal tests for equal predictive accuracy in nested models
DOI: 10.1007/S11424-020-9126-8
Recommended article: The predictive power of price patterns
Recommended article: Forecasting stock market volatility: a combination approach
Recommended article: The role of Japanese candlestick in DVAR model
Recommended article: The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks
Recommended article: Correlation estimation using components of Japanese candlesticks
description: scientific article; zbMATH DE number 7331579