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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2016
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| Materias: | |
| 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 |