Similar Search Results

Persistence of investor sentiment and market mispricing

Han, Xiao; Sakkas, Nikolaos; Danbolt, Jo; Eshraghi, Arman - In: The financial review : the official publication of the … 57 (2022) 3, pp. 617-640

Persistent link: https://www.econbiz.de/10013348725

Climate risk and stock markets : implications for market efficiency and return predictability

Adediran, Idris A.; Bewaji, Phebian N.; Oyadeyi, Olajide O. - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 9, pp. 1908-1928

Persistent link: https://www.econbiz.de/10014567135

Multiscale analysis of the predictability of stock returns

Fiedor, Paweł - In: Risks : open access journal 3 (2015) 2, pp. 219-233

efficiency and predictability. In our earlier work, we analysed the predictability of stock returns at two time scales using the … entropy rate, which can be directly linked to the mathematical definition of predictability. Nonetheless, none of the above … general principle underlying the price formation processes. Both of these studies show that the predictability of price …

Persistent link: https://www.econbiz.de/10011300325

The euro and European stock market efficiency

Urquhart, Andrew - In: Applied financial economics 24 (2014) 19/21, pp. 1235-1248

Persistent link: https://www.econbiz.de/10010460186

Predicting Fama-French factors based on industry returns in Brazil

Gonçalves, Marcelo; Silva, André Luiz Carvalhal da - In: Corporate ownership & control : international … 15 (2017/2018) 1, pp. 44-51

Persistent link: https://www.econbiz.de/10011892950

How predictable are precious metal returns?

Urquhart, Andrew - In: The European journal of finance 23 (2017) 13/15, pp. 1390-1413

Persistent link: https://www.econbiz.de/10012014399

Testing the persistence of the forward premium : structural changes or misspecification?

Ho, Tsung-wu; Moh, Wan Shin - In: Open economies review 27 (2016) 1, pp. 119-138

Persistent link: https://www.econbiz.de/10011591715

International stock return predictability : is the role of U.S. time-varying?

Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan - In: Empirica : journal of european economics 44 (2017) 1, pp. 121-146

Persistent link: https://www.econbiz.de/10011741339

Structural instability and predictability

Devpura, Neluka; Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Journal of international financial markets, … 63 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012263369

Exchange rate policy, structural breaks, and predictability of sugarcane prices

Sami, Janesh - In: The journal of prediction markets 16 (2022) 2, pp. 3-17

Persistent link: https://www.econbiz.de/10014289731