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The Usefulness of Variables (Dimension) Reduction Methods in Stock Returns of the Companies Listed on Tehran Stock Exchange

Mohammad Hossein Setayesh; Mostafa Kazemnezhad

Volume 16, Issue 63 , October 2019, , Pages 83-107

https://doi.org/10.22054/qjma.2019.10647

Abstract
  The Purpose of this research is investigating the usefulness of variables (dimension) reduction methods (selection and extraction) in stock returns of the companies listed on Tehran Stock Exchange (TSE). In this regard, through reviewing literature, 52 predictive features (variables) were specified as ...  Read More