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Does the stock market contain information about economic growth? : time-varying out of sample causality tests
Ciner, Cetin - In: Applied economics letters 26 (2019) 13, pp. 1138-1142
Persistent link: https://www.econbiz.de/10012204566
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Equities as long-term inflation hedges : small versus large company stocks
Ciner, Cetin - In: Applied economics letters 22 (2015) 16/18, pp. 1395-1398
Persistent link: https://www.econbiz.de/10011380206
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The Constrained Asset Share Estimation (Case) Method : Testing Mean-Variance Efficiency of the U.S. Stock Market
Engel, Charles M. - 2010
We apply the method of constrained asset share estimation (CASE) to test the mean-variance efficiency (MVE) of the …
Persistent link: https://www.econbiz.de/10012763456
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A Relationship between Regression Tests and Volatility Tests of Market Ncy
Frankel, Jeffrey A. - 2010
Volatility tests are an alternative to regression tests for evaluating the joint null hypothesis of market efficiency and risk neutrality. Acomparison of the power of the two kinds of tests depends on what the alternative hypothesis is taken to be. By considering tests based on conditional...
Persistent link: https://www.econbiz.de/10013141210