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Neural network forecasts of Canadian stock returns using accounting ratios

  • Olson, Dennis
  • Mossman, Charles

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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 19 (2003)
Issue (Month): 3 ()
Pages: 453-465

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Handle: RePEc:eee:intfor:v:19:y:2003:i:3:p:453-465
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  1. Qi, Min, 2001. "Predicting US recessions with leading indicators via neural network models," International Journal of Forecasting, Elsevier, vol. 17(3), pages 383-401.
  2. Darbellay, Georges A. & Slama, Marek, 2000. "Forecasting the short-term demand for electricity: Do neural networks stand a better chance?," International Journal of Forecasting, Elsevier, vol. 16(1), pages 71-83.
  3. Holthausen, Robert W. & Larcker, David F., 1992. "The prediction of stock returns using financial statement information," Journal of Accounting and Economics, Elsevier, vol. 15(2-3), pages 373-411, August.
  4. Chatfield, Chris, 1993. "Neural networks: Forecasting breakthrough or passing fad?," International Journal of Forecasting, Elsevier, vol. 9(1), pages 1-3, April.
  5. Chatfield, Chris, 1995. "Positive or negative?," International Journal of Forecasting, Elsevier, vol. 11(4), pages 501-502, December.
  6. Leung, Mark T. & Daouk, Hazem & Chen, An-Sing, 2000. "Forecasting stock indices: a comparison of classification and level estimation models," International Journal of Forecasting, Elsevier, vol. 16(2), pages 173-190.
  7. Ou, Jane A. & Penman, Stephen H., 1989. "Financial statement analysis and the prediction of stock returns," Journal of Accounting and Economics, Elsevier, vol. 11(4), pages 295-329, November.
  8. Haefke, Christian & Helmenstein, Christian, 1995. "Forecasting Austrian IPOs: An Application of Linear and Neural Network Error-Correction Models," Economics Series 18, Institute for Advanced Studies.
  9. Callen, Jeffrey L. & Kwan, Clarence C. Y. & Yip, Patrick C. Y. & Yuan, Yufei, 1996. "Neural network forecasting of quarterly accounting earnings," International Journal of Forecasting, Elsevier, vol. 12(4), pages 475-482, December.
  10. Tkacz, Greg, 2001. "Neural network forecasting of Canadian GDP growth," International Journal of Forecasting, Elsevier, vol. 17(1), pages 57-69.
  11. Gorr, Wilpen L., 1994. "Editorial: Research prospective on neural network forecasting," International Journal of Forecasting, Elsevier, vol. 10(1), pages 1-4, June.
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