The financial ratio usage towards predicting stock returns in Malaysia

Predicting Financial Distress in Tehran Stock Exchange

Companies incur significant costs from the financial distress. Predicting financial distress will have an important role in preventing bankruptcy. The aim of the present study is to predict the financial distress costs using the Leland and Toft models, during 1996 and 1998. This study examines data relating to 49 companies listed in the Tehran stock exchange collected over ten years from 2005 t...

Predicting Short Term Stock Returns

As the capital markets evolve and expand, more and more data is being created daily. This explosion of data has made the flow of information much more efficient. As market participants act on this information flow, it drives market prices to more efficient values, . One of the driving forces in this march to efficiency, is the application of various algorithmic learning techniques on both marke...

Predicting Daily Returns for the IBM Stock

The goal of the work described in this paper is to predict the daily returns of the closing prices for the IBM stock. From the original data of IBM daily quotes a new data set was built using technical indicators as predictor variables. Using this new data set, two modelling approaches were tried: regression and classification. Early analysis and experiments suggested that this prediction probl...

Predicting a Rank Measure for Stock Returns

Transfer of price returns in the markets, gold, stock exchanges and housing Considering the liquidity ratio.

Examining the transfer of returns in the markets helps analysts to identify the reasons for the movement of liquidity ratio between the markets. In this study, the monthly data of the gold market price index, housing, stock exchange and the currency has been used in Iran for the past twenty years. Investigating the interactions between price returns The stock market, housing, currency and gol...