Sabbaghi, Omid; Sabbaghi, Navid - In: Studies in Economics and Finance 35 (2018) 3, pp. 362-385
different tests. Specifically, the study finds that the majority of developed markets are weak-form efficient while the USA is … analysis for the case of the USA over the full study period, the results indicate that the return predictabilities can be … markets during the recent global financial crisis. Design/methodology/approach: Using the Morgan Stanley Capital International …