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題名:Prediction of Stock Performance in the Indian Stock Market Using Logistic Regression
書刊名:International Journal of Business and Information
作者:Dutta, AvijanBandopadhyay, GautamSengupta, Suchismita
出版日期:2012
卷期:7:1
頁次:頁105-136
主題關鍵詞:Classification of stock performanceIndian stock marketLogistic regressionMarket rate of returnFinancial ratiosNIFTY
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:57
期刊論文
1.Nepal, S. K.(2003)。Trail impacts in Sagarmatha (Mt. Everest) National Park, Nepal: a logistic regression analysis。Environmental Management,32,312-321。  new window
2.Jung, C.、Boyd, R.(1996)。Forecasting UK Stock Prices。Applied Financial Economics,6,279-286。  new window
3.O'Connor, M. C.(197304)。On the Usefulness of Financial Ratios to Investors in Common Stock。The Accounting Review,April,339-352。  new window
4.Horrigan, J. O.(1965)。Some Empirical Bases of Financial Ratio Analysis。The Accounting Review,40(3),558-568。  new window
5.Chen, M. Y.(2011)。Predicting corporate financial distress based on integration of decision tree classification and logistic regression。Expert Systems with Applications,38(9),11261-11272。  new window
6.Cheng, W.、Wanger, L.、Lin, C. H.(1996)。Forecasting the 30-year US treasury bond with a system of neural networks。Journal of Computational Intelligence in Finance,1(4),10-15。  new window
7.Zavgren, C. V.(1985)。Assessing the Vulnerability to Failure of American Industrial Firms: A Logistic Analysis。Journal of Business Finance and Accounting,12(1),19-46。  new window
8.Fama, Eugene F.、French, Kenneth R.(1988)。Permanent and Temporary Components of Stock Prices。Journal of Political Economy,96(2),246-273。  new window
9.Ferson, Wayne E.、Harvey, Campbell R.(1993)。The Risk and Predictability of International Equity Returns。Review of Financial Studies,6(3),527-566。  new window
10.Harvey, C. R.(1995)。Predictable risk and returns in emerging markets。Review of Financial Studies,8(3),773-816。  new window
11.Jaffe, Jeffrey、Keim, Donald B.、Westerfield, Randolph(1989)。Earnings Yields, Market Values, And Stock Returns。The Journal of Finance,44(1),135-148。  new window
12.Ohlson, James A.(1980)。Financial Ratios and the Probabilistic Prediction of Bankruptcy。Journal of Accounting Research,18(1),109-131。  new window
13.Altman, Edward I.(1968)。Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy。The Journal of Finance,23(4),589-609。  new window
14.Kumar, P. Ravi、Ravi, V.(2007)。Bankruptcy prediction in banks and firms via statistical and intelligent techniques--A review。European Journal of Operational Research,180(1),1-28。  new window
15.Zmijewski, Mark E.(1984)。Methodological Issues Related to the Estimation of Financial Distress Prediction Models。Journal of Accounting Research,22(Supplement),59-82。  new window
16.Awales, George S. Jr.(1988)。Another look at the President’s letter to stockholders。Financial Analysts Journal,March-April,71-73。  new window
17.Bildirici, Melike、Ersin, Özgür Ömer.(2009)。Improving forecasts of GARCH family models with the artificial neural networks: An application to the daily returns in Istanbul Stock Exchange。Expert Systems with Applications,36(4),7355-7362。  new window
18.Dutta, A.(2008)。Classification and Prediction of Stock Performance using Logistic Regression。An Empirical Examination from Indian Stock Market,46-62。  new window
19.Güresen, Erkam、Kayakutlu, Gülgün、Daim, Tugrul U.(2011)。Using artificial neural network models in stock market index prediction。Expert Systems with Applications,38(8),10389-10397。  new window
20.Haines, L.M.(2007)。D-optimal designs for logistic regression in two variables, moda 8-advances in model-oriented design and analysis。Physica-Verlag HD,91-98。  new window
21.Huang, Q.、Cai, Y.、Peng, J.(2007)。Modeling the spatial pattern of farmland using GIS and multiple logistic regression: A case study of Maotiao River Basin12(1),55-61。  new window
22.Jaffe, J.、Westerfield, R.(1985)。Patterns in Japanese common stock returns: Day of the week and turn of the year effects。Journal of Financial and Quantitative Analysis,20,261–272。  new window
23.Kamruzzaman, J.、Sarker, R.A.(2004)。ANN-based forecasting of foreign currency exchange rates。Neural Information Processing - Letters and Reviews,3(2)。  new window
24.Lee, S.(2004)。Application of likelihood ratio and logistic regression models to landslide susceptibility mapping using GIS。Environmental Management,34(2),223-232。  new window
25.Lee, S.、Ryu, J.、Kim, L.(2007)。Landslide susceptibility analysis and its verification using likelihood ratio, logistic regression, and artificial neural network models: Case study of Youngin, Korea。Landslides,4,327–338。  new window
26.Li, Hui(2010)。Predicting business failure using classification and regression tree: An empirical comparison with popular classical statistical methods and top classification mining methods。Expert Systems with Applications,37(8),5895-5904。  new window
27.Li, Hui、Sun, Jie(2011)。Empirical research of hybridizing principal component analysis with multivariate discriminant analysis and logistic regression for business failure prediction。Expert Systems with Application,38(5),6244-6253。  new window
28.McConnell, Dennis、Haslem, John A.、Gibson, Virginia R.(1986)。The president’s letter to stockholders: A new look。Financial Analysis Journal,66-70。  new window
29.Menard, Scott.(1995)。Applied Logistic Regression Analysis: Sage Publications。Series: Quantitative Applications in the Social Sciences,no. 106。  new window
30.Min, Jae H.、Jeong, Chulwoo(2009)。A binary classification method for bankruptcy prediction。Expert Systems with Applications,36(3),5256-5263。  new window
31.Öğüt, Hulisi(2009)。Detecting stock-price manipulation in an emerging market: The case of Turkey。Expert Systems with Applications,36(9),11944-11949。  new window
32.Mostafa, Mohamed M.(2010)。Forecasting stock exchange movements using neural networks: Empirical evidence from Kuwait。Expert Systems with Application,37(9),6302-6309。  new window
33.Pardo, J.A.、Pardo, L.、Pardo, M.C.(2005)。Minimum Ө-divergence estimator in logistic regression models。Statistical Papers,47,91-108。  new window
34.Swiderski, Bartosz(2012)。Multi-stage classification by using logistic regression and neural networks for assessment of financial condition of company。Decision Support System,52(2),539-547。  new window
35.Tsai, Chih-Fong(2011)。Predicting stock returns by classifier ensembles。Applied Soft Computing,11(2),2452-2459。  new window
36.FAFF, Robert.(2006)。Investigating the performance of alternative default-risk models: option-based versus accounting-based approaches。Australian Journal of Management \url\http://www.thefreelibrary.com/3+Investigating+the+performance+of+alternative+default-risk+models:...-a0160166497 $d20090411,Dec 1。  new window
會議論文
1.Metnyk, Z.L.、Mathur, Iqbal(1972)。Business risk homogeneity: A multivariate application and evaluation。  new window
圖書
1.Van Eyden, Robert J.(1997)。The Application of Neural Networks in the Forecasting of Share Prices。Haymarket, VA:Finance & Technology Publishing。  new window
2.Hosmer, D. W.、Lemeshow, S.(1989)。Applied logistic regression。New York:John Wiley and Sons。  new window
3.Hair, Joseph F. Jr.、Black, William C.、Babin, Barry J.、Anderson, Rolph E.、Tatham, Ronald L.(2006)。Multivariate data analysis。Pearson Prentice Hall。  new window
4.Tabachnick, B. G.、Fidell, L. S.(2001)。Using multivariate statistics。Boston:Allyn and Bacon Boston。  new window
5.Hair, Joseph F. Jr.、Anderson, Rolph E.、Tatham, Ronald L.、Black, William C.(1995)。Multivariate Data Analysis: with Readings。Prentice Hall。  new window
6.Bhattacharya, Hrishikes.(2007)。Total Management by Ratios。New Delhi, India。  new window
7.Davis, D.(2005)。Business Research for Decision-Making。Belmont, CA。  new window
8.Kato, K.、Ziemba, W.、Schwartz, S.(1990)。Day of the week effects in Japanese stocks。Japanese Capital Markets \\ E. Elton ; M. Grubber (eds.)。New York。  new window
9.Neter, J.、Wasserman, W.、Nachtsheim, C.J.、Kutner, M.H.(1996)。Applied Linear Regression Models。Chicago。  new window
其他
1.ANON.(2009)。Logistic regression。  new window
2.  延伸查詢new window
3.  延伸查詢new window
4.  延伸查詢new window
5.  延伸查詢new window
6.  延伸查詢new window
 
 
 
 
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