Identification and Ranking of Effective Factors on Stock Return Synchronicity Using Neural Networks and Decision Tree Model

Identification and Ranking of Effective Factors on Stock Return Synchronicity Using Neural Networks and Decision Tree Model

Objective: This research aim at identification of the factors affecting the stock price synchronicity and their ranking in a sample of 1030 years-companies from the Tehran Stock Exchange in the years 2006 to 2015. Methods: This research takes a sample that was selected through systematic elimination...

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Autores principales: Mohsen Lotfi (Ph.D), Hamid Haghighat (Ph.D), Mohammadhossein Ghaemi (Ph.D)
Formato: article
Lenguaje:FA
Publicado: Shahid Bahonar University of Kerman 2019
Materias:
stock return synchronicity
data mining methods
neural network model
c5 tree model
Accounting. Bookkeeping
HF5601-5689
Acceso en línea:https://doaj.org/article/b666f29e063f4628ba4c15cc5dfe0c77
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