Similar Search Results - EconBiz

Autocorrelation and partial price adjustment

Anderson, Robert M.; Eom, Kyong Shik; Hahn, Sang Buhm; … - In: Journal of empirical finance 24 (2013), pp. 78-93

Persistent link: https://www.econbiz.de/10010371989

Martingale-Like Behavior of Prices

Sims, Christopher A. - 1980

Asset prices set in a competitive market need not be martingales; that is, it need not be true that the best predictor of future prices is the current price. Nonetheless, statistical tests for this property are sometimes treated as tests for the proper functioning of an asset market; asset...

Persistent link: https://www.econbiz.de/10012478647

The quality of market volatility forecasts implied by S&P 100 index option prices

Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345

Persistent link: https://www.econbiz.de/10001375188

Market closure and predictability of intradaily stock returns in the United States and Japan

Lin, Wen-ling Tsai - In: Journal of empirical finance 2 (1995) 1, pp. 19-44

Persistent link: https://www.econbiz.de/10001181812

Speculative bubbles with stochastic explosive roots : the failure of unit root testing

Charemza, Wojciech - In: Journal of empirical finance 2 (1995) 2, pp. 153-163

Persistent link: https://www.econbiz.de/10001183229

An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates

Koop, Gary - In: Journal of empirical finance 1 (1993) 3, pp. 343-364

Persistent link: https://www.econbiz.de/10001166760

Another look at long memory in common stock returns

Hiemstra, Craig - In: Journal of empirical finance 4 (1997) 4, pp. 373-401

Persistent link: https://www.econbiz.de/10001236460

Forecasting stock market returns by summing the frequency-decomposed parts

Faria, Gonçalo; Verona, Fabio - In: Journal of empirical finance 45 (2018), pp. 228-242

Persistent link: https://www.econbiz.de/10012102423

Information uncertainty and target valuation in mergers and acquisitions

Li, Lin; Tong, Wilson H. - In: Journal of empirical finance 45 (2018), pp. 84-107

Persistent link: https://www.econbiz.de/10012102443

Maximal predictability under long-term mean reversion

Hjalmarsson, Erik - In: Journal of empirical finance 45 (2018), pp. 269-282

Persistent link: https://www.econbiz.de/10012102446

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