The Impact of Using Dimensionality Trading Strategies on Forecasting the Daily Stock Returns of the Panel Data Method

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Rahdarpoor Ehteram; ASGARI HESHMATOLAH

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Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2020 | Volume:10 | Issue:41 Page(s): 268-285

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Title

The Impact of Using Dimensionality Trading Strategies on Forecasting the Daily Stock Returns of the Panel Data Method

Author(s)

Rahdarpoor Ehteram | ASGARI HESHMATOLAH | Issue Writer Certificate

Keywords

Forex Trading Decrease Trading StrategyQ1

Forecasting Stock Market Daily ReturnsQ1

Trading Volume Decreasing StrategyQ1

Combined DataQ1

Abstract

Earnings forecasting systems provide timely decisions by providing timely information. Earnings forecasting by management is widely used in assessing profitability, profit-related risk, stock price judgments, and valuation models (Manfred & Inky, 2014). Our purpose in this study is to investigate and investigate the impact of dimensionality trading strategies on predicting daily stock market returns by the fuzzy logic approach of firms. This study is a library-analytic-causal study based on panel data analysis (panel data). In this study, the financial information of 19 companies listed in Tehran Stock Exchange during the period 2011-2018 was reviewed. The results showed that using stock trading strategy and stock price reduction strategy have significant effect on prediction of daily stock market returns, but trading volume reduction strategy has no significant effect on market forecasting. I hope to accept my article. I suggest the editor remove this restriction on the number of words used in the abstract for the English text.

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APA: Copy

Rahdarpoor, Ehteram, & ASGARI, HESHMATOLAH. (2020). The Impact of Using Dimensionality Trading Strategies on Forecasting the Daily Stock Returns of the Panel Data Method. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 10(41 ), 268-285. SID. https://sid.ir/paper/406683/en

Vancouver: Copy

Rahdarpoor Ehteram, ASGARI HESHMATOLAH. The Impact of Using Dimensionality Trading Strategies on Forecasting the Daily Stock Returns of the Panel Data Method. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2020;10(41 ):268-285. Available from: https://sid.ir/paper/406683/en

IEEE: Copy

Ehteram Rahdarpoor, and HESHMATOLAH ASGARI, “The Impact of Using Dimensionality Trading Strategies on Forecasting the Daily Stock Returns of the Panel Data Method,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 10, no. 41 , pp. 268–285, 2020, [Online]. Available: https://sid.ir/paper/406683/en

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