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Time-varying return predictability in South Asian equity markets · Study

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ArticleTime-varying return predictability in South Asian equity markets

Md. Lutfur Rahman2016

Article2016

Time-varying return predictability in South Asian equity markets

Md. Lutfur Rahman · Doowon Lee · Abul F. M. Shamsuddin

26 citations·0/0 files stored·International Review of Economics & Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1992The Cross-Section of Expected Stock Returns 1997A Survey of Corporate Governance 1955A BEHAVIORAL MODEL OF RATIONAL CHOICE 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 2015World Development indicators 1991Efficient Capital Markets: II n.d.A model of investor sentiment /

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2023The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis

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Year2016

Typearticle

Published2016-12-13

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.iref.2016.12.004

openalex_workW2563067476

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