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~subject:"Efficient market hypothesis"
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Efficient market hypothesis
Prognoseverfahren
70
Forecasting model
68
Predictive ability
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Theorie
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Theory
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predictive ability
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Capital income
26
Kapitaleinkommen
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Aktienmarkt
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Stock market
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Time series analysis
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Zeitreihenanalyse
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Börsenkurs
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Prognose
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Share price
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Forecast
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Conditional predictive ability
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Estimation theory
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Schätztheorie
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Superior predictive ability
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Exchange rate
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Portfolio selection
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Portfolio-Management
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ARCH model
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ARCH-Modell
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Predictive Ability
7
superior predictive ability
7
Credit risk
6
Effizienzmarkthypothese
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Financial analysis
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Finanzanalyse
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Anghel, Dan Gabriel
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Dichtl, Hubert
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Drobetz, Wolfgang
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Baur, Dirk G.
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Hui, E. C. M.
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Rink, Kevin
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Wendt, Viktoria-Sophie
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Finance research letters
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The journal of real estate finance and economics
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ECONIS (ZBW)
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1
The
predictive
ability
of technical trading rules : an empirical analysis of developed and emerging equity markets
Rink, Kevin
- In:
Financial markets and portfolio management
37
(
2023
)
4
,
pp. 403-456
Persistent link: https://www.econbiz.de/10014420500
Saved in:
2
Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
Saved in:
3
Investing in gold : market timing or buy-and-hold?
Baur, Dirk G.
;
Dichtl, Hubert
;
Drobetz, Wolfgang
; …
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012435721
Saved in:
4
Market efficiency and technical analysis in Romania
Anghel, Dan Gabriel
- In:
International journal of financial research
6
(
2015
)
2
,
pp. 164-177
Persistent link: https://www.econbiz.de/10011405142
Saved in:
5
Calendar effects and real estate securities
Hui, E. C. M.
;
Wright, J. A.
;
Yam, Sheung Chi Phillip
- In:
The journal of real estate finance and economics
49
(
2014
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10010422322
Saved in:
6
Are stock markets really so inefficient? : the case of the “Halloween Indicator”
Dichtl, Hubert
;
Drobetz, Wolfgang
- In:
Finance research letters
11
(
2014
)
2
,
pp. 112-121
Persistent link: https://www.econbiz.de/10010441205
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