The small-cap effect in the predictability of individual stock returns
Andrei Semenov
| Year of publication: |
July 2015
|
|---|---|
| Authors: | Semenov, Andrei |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 38.2015, p. 178-197
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| Subject: | Close-to-close return | Open-to-open return | Random walk | Variance ratio | Kapitaleinkommen | Capital income | Random Walk | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Effizienzmarkthypothese | Efficient market hypothesis | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2015.02.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011572348