Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data
Jae H. Kim; Abul Shamsuddin; Kian-Ping Lim
| Year of publication: |
2011
|
|---|---|
| Authors: | Kim, Jae H. ; Shamsuddin, Abul ; Lim, Kian-Ping |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 5, p. 868-879
|
| Subject: | Economic bubbles | Economic crises | Adaptive markets hypothesis | Market efficiency | U.S. stock market | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | USA | United States | Schätzung | Estimation | Spekulationsblase | Bubbles | Börsenkurs | Share price | Kapitalmarkttheorie | Financial economics | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009492527