Time-varying return predictability in South Asian equity markets
Md. Lutfur Rahman, Doowon Lee, Abul Shamsuddin
| Year of publication: |
March 2017
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|---|---|
| Authors: | Rahman, Md. Lutfur ; Lee, Doowon ; Shamsuddin, Abul |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 48.2017, p. 179-200
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| Subject: | Return predictability | Adaptive market hypothesis | South Asian stock markets | Variance ratio | Price delay | Prognoseverfahren | Forecasting model | Südasien | South Asia | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011747247