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Risk premiums in asset prices and returns : a comment on R.T. Baillie, "Econometric tests of rationality and market efficiency"

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Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies

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Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...

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Innovations in the pharmaceutical industry and the stock market's reaction : does the business cycle matter?

Koku, Paul Sergius - In: Stock returns : cyclicity, prediction and economic …, (pp. 157-169). 2009

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Information diffusion and momentum in laboratory markets

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Dividend yields for forecasting stock market returns

Belke, Ansgar; Polleit, Thorsten - 2004

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Modeling of stock returns in continuous vis-à-vis discrete time is equivalent, respectively, to the conditioning of stock returns on a random walk process for trade imbalances vis-...

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Expectations and stock market in Nepal

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The existence of an anomaly in the city indices in Borsa Istanbul

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Data-driven investigation into anomaly trading strategies : evidence with econometrics

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Volatility asset pricing model as an alternative approach?

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e.g. the CAPM. SIM and MIM frameworks. The multifractal view of e.g. Mandelbrot concerning the market behaviour. has …

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