DOWNLOAD ~ Application of Artificial Neural Systems As an Event Study Methodology: An Empirical Investigation (Manuscripts) (Report) " by Academy of Information and Management Sciences Journal ~ Book PDF Kindle ePub Free

eBook details
- Title: Application of Artificial Neural Systems As an Event Study Methodology: An Empirical Investigation (Manuscripts) (Report)
- Author : Academy of Information and Management Sciences Journal
- Release Date : January 01, 2000
- Genre: Computers,Books,Computers & Internet,
- Pages : * pages
- Size : 226 KB
Description
INTRODUCTION Event studies that test market efficiency have their roots in Fama, Fisher, Jensen and Roll (1969), which investigated stock splits to see whether the stock market was efficient with respect to the split. This study involves a comparison of traditional event study methodologies and the application of Artificial Neural System (ANS) technology as a novel approach to event study methodologies. It is hypothesized that ANS can, not only be useful as an event study methodology, and that they can be superior in some situations to these traditional models.
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