Predictability of Asset Returns and the Efficient Market Hypothesis
Year of publication: |
2010-06
|
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Authors: | Pesaran, Hashem |
Institutions: | Institute for the Study of Labor (IZA) |
Subject: | forecast averaging | heterogeneity of expectations | predictability | market efficiency | equity premium puzzle |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | forthcoming in: Aman Ullah and David E. Giles (eds.), Handbook of Empirical Economics and Finance, Taylor & Francis Number 5037 37 pages |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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Predictability of asset returns and the efficient market hypothesis
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