Are US stock index returns predictable? : evidence from automatic autocorrelation-based tests
Kian-Ping Lim, Weiwei Luo and Jae H. Kim
| Year of publication: |
2013
|
|---|---|
| Authors: | Lim, Kian-Ping ; Luo, Weiwei ; Kim, Jae H. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 7/9, p. 953-962
|
| Subject: | Aktienindex | Stock index | Kapitalmarktrendite | Capital market returns | Prognose | Forecast | Autokorrelation | Autocorrelation | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States | 1969-2008 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009718484