AN EARLY WARNING MODEL FOR TECHNICAL TRADING INDICATORS

Kutluk KaÄŸan SÃœMER ()
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Kutluk KaÄŸan SÃœMER: Ä°stanbul Ãœniversitesi
Authors registered in the RePEc Author Service: Kutluk Kagan Sumer ()

Eurasian Academy Of Sciences Social Sciences Journal, 2015, vol. 1, issue 1, 1-20

Abstract: In this study, the technical indicators are used in forecasting whether stock prices will rise, fall or will be constant at the following day. The indicators are generated by taking into account the daily stock returns. If the daily stock returns are positive, the indicator is coded as ?+1?; if the daily stock returns are constant, the indicator is coded as ?0? and at least if the daily stock returns are negative, the indicator is coded as ?−1?. These indicator values express the dependent vari-able of ordered choice models which independent variables are technical indicators. The ordered choice models are ap-plied to all of the stocks of ISE (Istanbul Stock Exchange).

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eas:journl:v:1:y:2015:i:1:p:1-20

DOI: 10.17740/eas.soc.2015-V1-01

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