Are Short-Horizon Equity Returns Predictable? Evidence from Large and Frequently Traded Italian Stocks
Year of publication: |
1999
|
---|---|
Authors: | Siciliano, Giovanni |
Published in: |
Giornale degli Economisti. - GDE (Giornale degli Economisti e Annali di Economia), Bocconi University. - Vol. 58.1999, 2, p. 241-267
|
Publisher: |
GDE (Giornale degli Economisti e Annali di Economia), Bocconi University |
Subject: | random walk | equity return predictability | market efficiency | portfolio return autocorrelation | simulation |
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