Testing the Predictability of the Cyprus Stock Exchange: The Case of an Emerging Market.
Andreas S. AndreouConstantinos C. NeocleousChristos N. SchizasCostas ToumpourisPublished in: IJCNN (6) (2000)
Keyphrases
- stock exchange
- stock price
- stock market
- financial data
- black scholes
- stock trading
- financial time series
- dow jones
- chinese stock market
- transaction costs
- portfolio optimization
- investment strategies
- short term
- decision making
- stock returns
- information retrieval
- data mining
- non stationary
- data streams
- trading strategies
- stock data