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~person:"Pesaran, M. Hashem"
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ECONIS (ZBW)
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EconStor
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1
Predictability of asset returns and the efficient market hypothesis
Pesaran, M. Hashem
-
2010
inefficiencies (assuming that they exist) can be exploited for
profit
. -- market efficiency ; predictability ; heterogeneity of …
Persistent link: https://www.econbiz.de/10003983206
Saved in:
2
Predictability of asset returns and the efficient market hypothesis
Pesaran, M. Hashem
-
2010
inefficiencies (assuming that they exist) can be exploited for
profit
. -- Market efficiency ; predictability ; heterogeneity of …
Persistent link: https://www.econbiz.de/10003985756
Saved in:
3
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
4
A recursive modelling appoach to predicting UK stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000614563
Saved in:
5
Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000137149
Saved in:
6
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147745
Saved in:
7
A recursive modelling approach to predicting UK stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
The economic journal : the journal of the Royal …
110
(
2000
),
pp. 159-191
Persistent link: https://www.econbiz.de/10001469604
Saved in:
8
Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem
- In:
Journal of forecasting
13
(
1994
)
4
,
pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
Saved in:
9
A recursive modelling approach to predicting UK stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001379445
Saved in:
10
Market timing and return prediction under model instability
Pesaran, M. Hashem
;
Timmermann, Allan
-
2002
Persistent link: https://www.econbiz.de/10001662209
Saved in:
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