Identifying Key Drivers of Return Reversal with Dynamical Bayesian Factor Graph

In the stock market, return reversal occurs when investors sell overbought stocks and buy oversold stocks, reversing the stocks’ price trends. In this paper, we develop a new method to identify key drivers of return reversal by incorporating a comprehensive set of factors derived from different econ...

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Detalles Bibliográficos
Autores principales: Zhao, Shuai, Tong, Yunhai, Wang, Zitian, Tan, Shaohua
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2016
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5125680/
https://www.ncbi.nlm.nih.gov/pubmed/27893780
http://dx.doi.org/10.1371/journal.pone.0167050

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5125680/
https://www.ncbi.nlm.nih.gov/pubmed/27893780
http://dx.doi.org/10.1371/journal.pone.0167050

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