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.MethodsDatasetPeriodCountry

[20]Mean regressionEMDB1982.01–1999.05USA
[21]Mean regressionMSCI EM countries2003–2016MSCI EM countries
[22]Mean regressionChina stock market2008–2017China
[23]Quantile regressionChina stock market2007–2017China
[24]GARCHChina stock market1993–2001China