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Predicting stock price movements: an ordered probit analysis on the Australian Securities Exchange - MaRDI portal

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

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    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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