@article{paperid:1069117, author = {Doryab, Bahar and Salehi, Mahdi}, title = {Modeling and forecasting abnormal stock returns using the nonlinear Grey Bernoulli model}, journal = {Journal of Economics, Finance and Administrative Science}, year = {2018}, volume = {23}, number = {1}, month = {April}, issn = {2077-1886}, pages = {95--112}, numpages = {17}, keywords = {Abnormal returns; Gray theory; Nash nonlinear gray Bernoulli model; Nonlinear gray Bernoulli model}, }