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Two tales of return predictability : the case of Asia-Pacific equity markets
Shynkevich, Andrei - In: Journal of forecasting 36 (2017) 3, pp. 257-272
Persistent link: https://www.econbiz.de/10011729255
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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
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Return predictability in emerging equity market sectors
Shynkevich, Andrei - In: Applied economics 49 (2017) 5, pp. 433-445
Persistent link: https://www.econbiz.de/10011810671
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Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S.; Kumari, Jyoti - In: Journal of Asia Pacific business 16 (2015) 2, pp. 128-145
Persistent link: https://www.econbiz.de/10011289921
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On exchange rate predictability and adaptive market hypothesis in South Africa
Tweneboah, George; Asamoah, Michael Effah; Owusu … - In: Journal of African business 23 (2022) 4, pp. 984-1008
Persistent link: https://www.econbiz.de/10013417091
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Long-memory models in testing the efficiency market hypothesis of the algerian exchange market
Benzai, Yassine; Aouad, Hadjar Soumia; Djellouli, Nassima - In: Management dynamics in the knowledge economy 10 (2022) 4/38, pp. 376-390
Persistent link: https://www.econbiz.de/10013499339
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The impact of global financial crisis on market efficiency : an empirical analysis of the Indian stock market
Gupta, Jyoti P.; Sankalp, Sardana - In: International journal of economics and finance 9 (2017) 4, pp. 225-252
Persistent link: https://www.econbiz.de/10011650085
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A Closer Look at Return Predictability of the US Stock Market : Evidence from a Panel Variance Ratio Test
Kim, Jae H. - 2013
This paper examines return predictability of the U.S. stock market using portfolios sorted by size, book-to-market ratio, and industry. A novel panel variance ratio test is proposed and employed to evaluate time-varying return predictability from 1964 to 2011. It is found that the stock returns...
Persistent link: https://www.econbiz.de/10013086798
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Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies
Tomat, Gian Maria - 2023
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...
Persistent link: https://www.econbiz.de/10014337024
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Expected lifetime range ratio to find mean reversion : evidence from Indian stock market
Shaik, Muneer; Maheswaran, S. - In: Cogent economics & finance 6 (2018) 1, pp. 1-23
empirical side, we find that mean reversion is a robust feature among the constituents of India’s BSE SENSEX stock index. …
Persistent link: https://www.econbiz.de/10011905649