Expected Return Auto-Correlation : Believes, Efficiency and Meltdowns
Year of publication: |
[2022]
|
---|---|
Authors: | Schadner, Wolfgang |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Effizienz | Efficiency | Kapitaleinkommen | Capital income | Erwartungsbildung | Expectation formation | Effizienzmarkthypothese | Efficient market hypothesis |
Extent: | 1 Online-Ressource (53 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 19, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4150310 [DOI] |
Classification: | G01 - Financial Crises ; G14 - Information and Market Efficiency; Event Studies ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The Efficiency of Marketing and Stock Returns
Ang, Tze Chuan 'Chewie', (2019)
-
Predictability of asset returns and the efficient market hypothesis
Pesaran, M. Hashem, (2010)
-
Predictability of asset returns and the efficient market hypothesis
Pesaran, M. Hashem, (2010)
- More ...
-
Fear and Laughing of the Market : Trending Pessimism, Fragile Optimism
Schadner, Wolfgang, (2020)
-
Feasible Implied Correlation Matrices from Factor Structures
Schadner, Wolfgang, (2021)
-
An idea of risk-neutral momentum and market fear
Schadner, Wolfgang, (2020)
- More ...