Does long-term disequilibrium in stock price predict future returns?
Jungshik Hur; Vivek Singh
| Year of publication: |
2013
|
|---|---|
| Authors: | Hur, Jungshik ; Vivek Singh |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 41.2013, 4, p. 753-767
|
| Subject: | Stock returns | Cointegration | Market efficiency | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Kointegration | Prognose | Forecast | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
| 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/10010246376