SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Informational efficiency of the EU ETS market – a study of price predictability and profitable trading
16 references·0 citing·24 second hop
Informational efficiency of the EU ETS market – a study of price predictability and profitable trading (2013)Informational efficiency of the EU ETS ma…The Efficient Market Hypothesis and Its Critics (2003)The Efficient Market Hypothes…Random Walks in Stock Market Prices (1995)Random Walks in Stock Market …Predictability of Stock Returns: Robustness and Economic Significance (1995)Predictability of Stock Retur…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIConditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Alternative models for conditional stock volatility (1990)Alternative models for condit…Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Estimating Time Varying Risk …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Some anomalous evidence regarding market efficiency (1978)Some anomalous evidence regar…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Book Review: Time Series Analysis: Forecasting and Control (1977)Book Review: Time Series Anal…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The variation of certain speculative prices (1997)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)Common risk factors in the returns on stocks and bonds (1993)Twitter mood predicts the stock market (2011)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Econometric Analysis of Cross Section and Panel Data (2001)Multivariate Simultaneous Generalized ARCH (1995)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Using daily stock returns (1985)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*23,066 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,836 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,695 cited
  • 1977Book Review: Time Series Analysis: Forecasting and Control19,399 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1977Time Series Analysis: Forecasting and Control6,592 cited
  • 1991Efficient Capital Markets: II5,761 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,706 cited
  • 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
  • 2003The Efficient Market Hypothesis and Its Critics2,179 cited
  • 1978Some anomalous evidence regarding market efficiency1,472 cited
  • 1990Alternative models for conditional stock volatility1,272 cited
  • 1995Random Walks in Stock Market Prices1,242 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1995
Predictability of Stock Returns: Robustness and Economic Significance
1,034 cited

Cited by

No citing works inside the corpus for this window.