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Return patterns of South Korean stocks following large price shocks
Kolaric, Sascha; Kiesel, Florian; Schiereck, Dirk - In: Applied economics 48 (2016) 1/3, pp. 121-132
Persistent link: https://www.econbiz.de/10011412611
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A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies
Beniwal, Mohit; Archana Singh; Kumar, Nand - In: International journal of applied management science : IJAMS 15 (2023) 4, pp. 352-371
Persistent link: https://www.econbiz.de/10014391724
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The predictability of stock returns and the efficient market hypothesis
Fluck, Zsuzsanna; Malkiel, Burton G.; Quandt, Richard E. - 1993 - Current version
Persistent link: https://www.econbiz.de/10000865896
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Predictability of asset returns and the efficient market hypothesis
Pesaran, M. Hashem - 2010
This paper is concerned with empirical and theoretical basis of the Efficient Market Hypothesis (EMH). The paper begins with an overview of the statistical properties of asset returns at different frequencies (daily, weekly and monthly), and considers the evidence on return predictability, risk...
Persistent link: https://www.econbiz.de/10003983206
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Predictability of asset returns and the efficient market hypothesis
Pesaran, M. Hashem - 2010
This paper is concerned with empirical and theoretical basis of the Efficient Market Hypothesis (EMH). The paper begins with an overview of the statistical properties of asset returns at different frequencies (daily, weekly and monthly), and considers the evidence on return predictability, risk...
Persistent link: https://www.econbiz.de/10003985756
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Stock return predictability of residual-income-based valuation : risk or mispricing?
Hwang, Lee Seok; Lee, Woo-jong - In: Abacus : a journal of accounting, finance and business … 49 (2013) 2, pp. 219-241
Persistent link: https://www.econbiz.de/10009769203
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The predictability of German stock returns
Klähn, Judith - 2000
Persistent link: https://www.econbiz.de/10001476569
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The predictability of stock returns : a nonparametric approach
Chung, Y. Peter - In: Econometric reviews 15 (1996) 3, pp. 299-330
Persistent link: https://www.econbiz.de/10001212112
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Predictability of the simple technical trading rules : an out-of-sample test
Fang, Jiali; Jacobsen, Ben; Qin, Yafeng - In: Review of financial economics : RFE 23 (2014) 1, pp. 30-45
Persistent link: https://www.econbiz.de/10010442638
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A simple return generating model in discrete time : implications and potential applications for market efficiency testing and technical analysis
Milionis, Alexandros E. - In: Theoretical economics letters 9 (2019) 4, pp. 973-985
Persistent link: https://www.econbiz.de/10012023083