Are stock markets really efficient? : evidence of the adaptive market hypothesis
Andrew Urquhart, Frank McGroarty
| Year of publication: |
October 2016
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|---|---|
| Authors: | Urquhart, Andrew ; McGroarty, Frank |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 47.2016, p. 39-49
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| Subject: | Adaptive market hypothesis | Stock return predictability | Market conditions | Market efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Kapitalmarkttheorie | Financial economics | Kapitaleinkommen | Capital income | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2016.06.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011624040