Predictability of stock market indexes following large drawdowns and drawups
Year of publication: |
2021
|
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Authors: | Brandi, Vinicius Ratton |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 19.2021, 1, p. 1-23
|
Subject: | Market efficiency | Abnormal returns | Drawdowns | Schätzung | Estimation | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Aktienindex | Stock index | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market |
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