Review Article
[Retracted] A Study of Different Existing Methods for the Stock Selection in the Field of Quantitative Investment
Table 4
Stock selection using mean regression.
| Art. | Methods | Dataset | Period | Country |
| [20] | Mean regression | EMDB | 1982.01–1999.05 | USA | [21] | Mean regression | MSCI EM countries | 2003–2016 | MSCI EM countries | [22] | Mean regression | China stock market | 2008–2017 | China | [23] | Quantile regression | China stock market | 2007–2017 | China | [24] | GARCH | China stock market | 1993–2001 | China |
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