文章基本信息

标题：Obtaining a Practical Model for Estimating Stock Performance on an Emerging Market Using Logistic Regression Analysis
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作者：Marilena Mironiuc ; Marilena Mironiuc ; Mihaela-Alina Robu 等
期刊名称：Procedia - Social and Behavioral Sciences
印刷版ISSN：1877-0428
出版年度：2013
卷号：81
页码：422-427
DOI：10.1016/j.sbspro.2013.06.454
语种：English
出版社：Elsevier
摘要：AbstractHaving at their disposal information from different sources, invesors should have the ability to identify the main factors which can affect the stock performance for making their decisions. The purpose of this study is to obtain a deterministic model with financial factors that estimates the probability that a company is performant on capital market. The target population is represented by companies listed on Bucharest Stock Exchange during 2007-2011. The research results were obtained using logistic regression analysis and show a significant and differential impact of financial ratios on the probability of a company to be performant on stock market.
关键词：Stock Performance;Financial Ratios;Stock Market Ratios;Logistic Regression Analysis