Posterior probability model for stock return prediction based on analyst's recommendation behavior
By Jiangjiao Duan, Hongzhong Liu, Jianping Zeng. 2013
12 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
In Management Science and Operations Research
- Yuntao Yao
- Philip S. Yu
- B. Fang
- Yunjia Zhang
- Senzhang Wang
- Xi Zhang
- M. Ugur Gudelek
- Omer Berat Sezer
Citations in the corpus
- Improving stock market prediction via heterogeneous information fusion (2017, methodology): “By combining analysts’ recommendations on the Web and stock returns, a posterior probability model is built based on Bayesian inference [35].”