Article citationsMore>>

T. Laitila, “A Pseudo-R2 Measure for Limited and Qualitative Dependent Variable Models,” Journal of Econometrics, Vol. 56, No. 3, 1993, pp. 341-345.

has been cited by the following article:

• TITLE: An Early Warning Model with Technical Indicators: The Case of Ise (Istanbul Stock Exchange)

  AUTHORS: Kutluk Kagan Sumer

  KEYWORDS: Stock Exchange; ISE; Technical Analysis; Technical Indicators; Early Warning; Ordered Choice

  JOURNAL NAME: iBusiness, Vol.5 No.4, December 27, 2013

  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 variable of ordered choice models which independent variables are technical indicators. The ordered choice models are applied to all of the stocks of ISE (Istanbul Stock Exchange).