Artificial neural networks approach to the forecast of stock market price movements
L Di Persio, O Honchar - International Journal of Economics and …, 2016 - iris.univr.it
In this work we present an Artificial Neural Network (ANN) approach to predict stock market
indices. In particular, we focus our attention on their trend movement up or down. We …
indices. In particular, we focus our attention on their trend movement up or down. We …
[PDF][PDF] Aggregate market-based measurement of country-specific balance-sheet conservatism
In this paper we review recent literature that following Givoly and Hayn (2000) methodology
uses aggregate market-based measures to analyse time evolution of unconditional …
uses aggregate market-based measures to analyse time evolution of unconditional …
[PDF][PDF] On the use of the aggregate Book-to-Market ratios
In the financial and market-based accounting research, the analysis of the consequences on
the findings of using the arithmetic mean to summarize ratios has received little attention. In …
the findings of using the arithmetic mean to summarize ratios has received little attention. In …
[PDF][PDF] Endogeneity bias in the OLS estimates of Basu's model
O Fullana, M Gonzalez, JM Nave… - International Journal of …, 2016 - iaras.org
Basu (1997) is the main reference in the market-based accounting literature related to the
measurement of conditional conservatism. However, the econometric specification of Basu's …
measurement of conditional conservatism. However, the econometric specification of Basu's …
[PDF][PDF] BIASES IN MARKET-BASED MEASURE OF THE CONDITIONAL CONSERVATISM
O Fullana Samper, M González Sánchez… - 2016 - uspceu.com
In this paper we analyse the effects of outlier observations and endogeneity on the market-
based measurement of conditional accounting conservatism. To address it, we apply a …
based measurement of conditional accounting conservatism. To address it, we apply a …
[PDF][PDF] Biases in market-based measure of the conditional conservatism
O Fullana, M González, JM Nave… - WSEAS Transactions on …, 2016 - wseas.us
In this paper we analyse the effects of outlier observations and endogeneity on the market-
based measurement of conditional accounting conservatism. To address it, we apply a …
based measurement of conditional accounting conservatism. To address it, we apply a …