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Vigo, Caio; Laurini, Márcio Poletti - 2020

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Outperforming a buy-and-hold model in an efficient market by maximising the probability of achieving the greatest return

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Potential gains from predicting the timing of stock market persistence and mean reversion

Hsieh, Heng-Hsing - In: Investment management and financial innovations 10 (2013) 3, pp. 55-67

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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks

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Spectral analysis and the death of value investing

Bezuidenhout, John-Morgan; Van Vuuren, Gary - In: Cogent economics & finance 9 (2021) 1, pp. 1-23

This study explores the redundancy of the value premium by conducting a Fourier analysis. The results illustrate periodicity in the value premium and merges the Adaptive Market Hypothesis with the Efficient Market hypothesis. The value premium is considered to be redundant due to structural...

Persistent link: https://www.econbiz.de/10013184434

Predictability, price bubbles, and efficiency in the Indonesian stock-market

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Can technical analysis generate superior returns in securitized property markets? : evidence from East Asia markets

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Exploiting uncertainty with market timing in corporate bond markets

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The value of active investing

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The overnight return temporal market anomaly

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