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Qianwei, Ying; Yousaf, Tahir; Ul Ain, Qurat; Akhtar, Yasmeen - In: Journal of risk and financial management : JRFM 12 (2019) 2/97, pp. 1-22

The expansion of investment strategies and capital markets is altering the significance and empirical rationality of the Efficient Market Hypothesis. The vitality of capital markets is essential for efficiency research. The authors explore here the development and contemporary status of the...

Persistent link: https://www.econbiz.de/10012022012

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Time-series momentum in nearly 100 years of stock returns

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Investigating mean reversion in financial markets using Hurst model

Enow, Samuel Tabot - 2023

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