Asymmetric adjustment of stock prices to their fundamental value and the predictability of US stock returns
Year of publication: |
2007
|
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Authors: | Boucher, Christophe |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 95.2007, 3, p. 339-347
|
Subject: | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Finanzanalyse | Financial analysis | Spekulationsblase | Bubbles | Schätzung | Estimation | USA | United States | Autokorrelation | Autocorrelation | Momentenmethode | Method of moments |
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