Ford, J.L.; Pok, Wee Ching; Poshakwale, S. - In: Journal of Emerging Market Finance 11 (2012) 1, pp. 37-60
Numerous studies have shown that returns on stocks and futures can to some extent be predicted over time, and that for developed financial markets, the predictions are compatible with the beta-asset pricing (APT) paradigm. Increasingly, more studies have been undertaken to test the veracity of...