Does long-term disequilibrium in stock price predict future returns?
Year of publication: |
2013
|
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Authors: | Hur, Jungshik ; Vivek Singh |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 41.2013, 4, p. 753-767
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Subject: | Stock returns | Cointegration | Market efficiency | Schätzung | Estimation | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Kointegration | Prognose | Forecast | Prognoseverfahren | Forecasting model |
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