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On time-varying predictability of emerging stock market returns · Study

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ArticleOn time-varying predictability of emerging stock market returns

Benjamin Rainer Auer2016

Article2016

On time-varying predictability of emerging stock market returns

Benjamin Rainer Auer

28 citations·0/0 files stored·Emerging Markets Review

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Financial Markets and Investment Strategies Stock Market Forecasting Methods Complex Systems and Time Series Analysis

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 2012The Econometrics of Financial Markets 1980On the Impossibility of Informationally Efficient Markets 1978Asset Prices in an Exchange Economy 1997The Econometrics of Financial Markets 1990Econometric Models and Economic Forecasts 1980On the Impossibility of Informationally Efficient Markets

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Year2016

Typearticle

Published2016-03-08

VenueEmerging Markets Review

ISSN-L1566-0141

Languageen

Citations28

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.ememar.2016.02.005

openalex_workW2298112118

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