Identifying periods of market inefficiency for return predictability
Subrata Kumar Mitra, Manojit Chattopadhyay, Parikshit Charan and Jaslene Bawa
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Mitra, Subrata Kumar ; Chattopadhyay, Manojit ; Charan, Parikshit ; Bawa, Jaslene Kaur |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 24.2017, 10/12, p. 668-671
|
| Subject: | Market efficiency | return predictability | generalized spectral test | stock trading | moving averages | Effizienzmarkthypothese | Efficient market hypothesis | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Schätzung | Estimation | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2016.1218424 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011714120