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On the volatility and efficiency of stock prices
Pesaran, M. Hashem - 1989
Persistent link: https://www.econbiz.de/10000127642
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The statistical and economic significance of the predictability of excess returns of common stocks
Pesaran, M. Hashem; Timmermann, Alan G. - 1990
Persistent link: https://www.econbiz.de/10000130935
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Forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1992
Persistent link: https://www.econbiz.de/10000137149
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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
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of applied econometrics 31 (2016) 6, pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
The tensions between books and book markets as expressions of culture and books as products in profit-making businesses … are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for …
Persistent link: https://www.econbiz.de/10002734112
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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
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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
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2012
Persistent link: https://www.econbiz.de/10009579875