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Chin-Sheng Huang,Yi-Sheng Liu
Pág. 189 - 201
This paper addresses problem of predicting direction of movement of stock price index for Taiwan stock markets. The study compares four prediction models, Artificial Neural Network (ANN), Support Vector Machine (SVM), random forest and naive-Bayes with t...
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Hueh-Chen Lin,Chin-Sheng Huang,Jack J. W. Yang
Pág. 125 - 135
In this paper, we use a unique natural experimental setting to examine the market value of both voluntary and mandatory independent director appointments using a sample of Taiwanese listed firms. We find a significantly positive stock price reaction when...
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Chin-Sheng Huang,Chun-Fan You,Hueh-Chen Lin
Pág. 382 - 399
Utilizing the data from the Shanghai and Shenzhen exchanges between the periods of 2005 to 2011, this paper explores whether trading strategies based on dividend-yield are effective in the Chinese stock market. Under market risk-adjusted, we find an abno...
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