Short-term predictability of stock market indexes following large drawdowns and drawups
Vinicius Ratton Brandi
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Brandi, Vinicius Ratton |
| Publisher: |
Brasília, DF, Brazil : Banco Central do Brasil |
| Subject: | Market efficiency | Abnormal returns | Drawdowns | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Schätzung | Estimation | Aktienmarkt | Stock market |
| Extent: | 1 Online-Ressource (circa 34 Seiten) Illustrationen |
|---|---|
| Series: | Série de trabalhos para discussão. - Brasília : Banco Central do Brasil, ISSN 1519-1028, ZDB-ID 2105757-6. - Vol. 529 (July 2020) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012404321