Market efficiency in the age of big data
Ian W.R. Martin, Stefan Nagel
| Year of publication: |
2022
|
|---|---|
| Authors: | Martin, Ian ; Nagel, Stefan |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 145.2022, 1, p. 154-177
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| Subject: | Bayesian learning | High-dimensional prediction problems | Out-of-sample tests | Return predictability | Effizienzmarkthypothese | Efficient market hypothesis | Big Data | Big data | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Modellierung | Scientific modelling | Return on Investment | Return on investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2021.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013473732