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subject:"Announcement effect"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Effizienzmarkthypothese"
~subject:"Forecasting model"
~type_genre:"Conference paper"
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Out-of-sample stock return prediction using higher-order moments
Faias, José Afonso
;
Castel-Branco, Tiago
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011926608
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