Forecasting the S&P500: A Disequilibrium Indicator.

The ability of forecast the S&P500 is inconsistent with the notion of efficient markets. this established wisdom has come under attack in the past few years, from such concepts as noise trading. A Potential problem with noise trading, however, is that there are no tools to inform inormation of the extent of mis-pricing. This paper offers such a tool.

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Year of publication:	1996
Authors:	Davidson, S. ; Meyer, S.
Institutions:	School of Economics, Finance and Marketing, RMIT University
Subject:	FORECASTS \| PRICING

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Series:	Melbourne - Centre in Finance.
Type of publication:	Book / Working Paper
Notes:	28 pages
Classification:	G13 - Contingent Pricing; Futures Pricing ; E47 - Forecasting and Simulation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005487295