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~accessRights:"free"
~person:"Hyde, Stuart"
~person:"Linton, Oliver"
~subject:"Spekulationsblase"
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An investigation into multivariate variance ratio statistics and their application to stock market
predictability
Hong, Seok Young
;
Linton, Oliver
;
Zhang, Hui Jun
-
2015
Persistent link: https://www.econbiz.de/10011455529
Saved in:
2
An investigation into multivariate variance ratio statistics and their application to stock market
predictability
Hong, Seok Young
;
Linton, Oliver
;
Zhang, Hui Jun
-
2015
linear
predictability
in the most recent period, for small and medium cap stocks. The main findings are not substantially …
Persistent link: https://www.econbiz.de/10010496122
Saved in:
3
Multivariate variance ratio statistics
Hong, Seok Young
;
Linton, Oliver
;
Zhang, Hui Jun
-
2014
from 1962 to 2013 in three subperiods. We find evidence of a reduction of linear
predictability
in the most recent period …
Persistent link: https://www.econbiz.de/10010365211
Saved in:
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