Similar Search Results

Evolution of stock market efficiency in Europe : evidence from measuring periods of inefficiency

Bock, Jonas; Geissel, Sebastian - In: Finance research letters 62 (2024) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014530836

Private competition and market characteristics : evidence from public school efficiency

Misra, Kaustav; Grimes, Paul W.; Rogers, Kevin E. - In: Applied economics 53 (2021) 3, pp. 364-379

Persistent link: https://www.econbiz.de/10012416047

Portfolio inefficiency and the cross-section of expected returns

Kandel, Shmuel; Stambaugh, Robert F. - 1994 - Rev

Persistent link: https://www.econbiz.de/10000888001

Portfolio inefficiency and the cross-section of expected returns

Kandel, Shmuel - 1994

Persistent link: https://www.econbiz.de/10000888096

Portfolio Inefficiency and the Cross-Section of Expected Returns

Kandel, Shmuel - 2011

portfolio moves closer to exact efficiency, the GLS mean-beta relation moves closer to the exact linear relation corresponding …'s squared relative efficiency, which measures closeness to efficiency in mean-variance space …

Persistent link: https://www.econbiz.de/10013118691

Production Efficiency and the Cross Section of Stock Returns

Zeng, Rui - 2014

production efficiency earn significantly higher average returns in the future. The return difference between the high production … efficiency and the low production efficiency portfolio is 25.7% annually, after adjusted for exposures to the market return, size …, value and momentum factor. The production efficiency retains its forecasting capability even on large capitalization stocks …

Persistent link: https://www.econbiz.de/10013054196