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On time-varying predictability of emerging stock market returns
16 references·1 citing·32 second hop
On time-varying predictability of emerging stock market returns (2016)On time-varying predictability of emergin…Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Maxing out: Stocks as lotteri…The Adaptive Markets Hypothesis (2004)The Adaptive Markets Hypothes…The great reversals: the politics of financial development in the twentieth century (2003)The great reversals: the poli…Empirical properties of asset returns: stylized facts and statistical issues (2001)Empirical properties of asset…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Long-Term Memory in Stock Market Prices (1991)Long-Term Memory in Stock Mar…Econometric Models and Economic Forecasts (1990)Econometric Models and Econom…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)THE ESTIMATION AND APPLICATIO…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…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Evaluation of current research on stock return predictability (2019)Evaluation of current researc…Fractional Brownian Motions, Fractional Noises and Applications (1968)The variation of certain speculative prices (1997)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Copula Modeling: An Introduction for Practitioners (2007)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)Bank Runs, Deposit Insurance, and Liquidity (1983)Legal Determinants of External Finance (1997)Law and Finance (1998)What matters for financial development? Capital controls, institutions, and interactions (2005)The Economic Consequences of Legal Origins (2008)The Colonial Origins of Comparative Development: An Empirical Investigation: Reply (2012)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)The Influence of Top Management Team Heterogeneity on Firms' Competitive Moves (1996)The analysis of household surveys (1997)Veto Players. How Political Institutions Work (2003)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
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References

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  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
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  • 2010

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Maxing out: Stocks as lotteries and the cross-section of expected returns
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  • 2019Evaluation of current research on stock return predictability23 cited