Revisit hemline index theory: Forecasting daily trading of short skirts by stock market in China.
Hao ChenYing-hong DongKaisheng LaiPublished in: BESC (2016)
Keyphrases
- stock market
- stock index
- stock exchange
- garch model
- listed companies
- financial markets
- stock index futures
- short term
- financial time series
- trading rules
- foreign exchange
- stock price
- financial news
- chinese stock market
- stock data
- monetary policy
- trading strategies
- trading systems
- technical indicators
- financial data
- investment strategies
- stock trading
- trading signals
- stock returns
- exchange rate
- long term
- portfolio optimization
- electronic commerce
- portfolio selection
- futures market