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~person:"Shamsuddin, Abul"
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Adaptive markets hypothesis
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Economic bubbles
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Market efficiency
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Aktienmarkt
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Shamsuddin, Abul
Kim, Jae H.
6
Charles, Amélie
4
Darné, Olivier
4
Weller, Paul A.
4
Lim, Kian-Ping
3
Lo, Andrew W.
3
Neely, Christopher J.
3
Zhang, Ruixun
3
Dhankar, Raj S.
2
Hiremath, Gourishankar S.
2
Ivanova, Yuliya
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Kumar, Anoop S
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Leković, Miljan
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Shankar, Devesh
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Agarwal, Ankur
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Almudhaf, Fahad
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Aroul, Ramya Rajajagadeesan
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Bianchi, Robert
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Ma, Tiejun
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Journal of Empirical Finance
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Journal of empirical finance
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ECONIS (ZBW)
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Stock return predictability and the
adaptive
markets
hypothesis : evidence from century-long US data
Kim, Jae H.
;
Shamsuddin, Abul
;
Lim, Kian-Ping
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 868-879
Persistent link: https://www.econbiz.de/10009492527
Saved in:
2
Stock return predictability and the
adaptive
markets
hypothesis: Evidence from century-long U.S. data
Kim, Jae H.
;
Shamsuddin, Abul
;
Lim, Kian-Ping
- In:
Journal of Empirical Finance
18
(
2011
)
5
,
pp. 868-879
implication of the
adaptive
markets
hypothesis. During market crashes, no statistically significant return predictability is …
Persistent link: https://www.econbiz.de/10010572322
Saved in:
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