Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data
Year of publication: |
2011
|
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Authors: | Kim, Jae H. ; Shamsuddin, Abul ; Lim, Kian-Ping |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 5, p. 868-879
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Subject: | Economic bubbles | Economic crises | Adaptive markets hypothesis | Market efficiency | U.S. stock market | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | USA | United States | Börsenkurs | Share price | Spekulationsblase | Bubbles | Kapitaleinkommen | Capital income | Kapitalmarkttheorie | Financial economics | Prognoseverfahren | Forecasting model |
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