Measuring excess-predictability of asset returns and market efficiency over time
Richard Levich, Thomas Conlon, Valerio Potì
| Year of publication: |
2019
|
|---|---|
| Authors: | Levich, Richard M. ; Conlon, Thomas ; Potì, Valerio |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 175.2019, p. 92-96
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| Subject: | Market efficiency | Predictability bounds | Return predictability | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.12.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012121197