Global industry portfolios and short-term predictability of returns : is it there?
Andrei Shynkevich
| Year of publication: |
2012
|
|---|---|
| Authors: | Shynkevich, Andrei |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 15.2012, 4, p. 438-466
|
| Subject: | Return predictability | Trading rule | Nonsynchronicity | Data snooping | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Welt | World | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Wertpapierhandel | Securities trading | Kapitalmarktrendite | Capital market returns |
| 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/10009655267