Measuring excess-predictability of asset returns and market efficiency over time (Q1714092)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Measuring excess-predictability of asset returns and market efficiency over time |
scientific article; zbMATH DE number 7008769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring excess-predictability of asset returns and market efficiency over time |
scientific article; zbMATH DE number 7008769 |
Statements
Measuring excess-predictability of asset returns and market efficiency over time (English)
0 references
31 January 2019
0 references
return predictability
0 references
market efficiency
0 references
predictability bounds
0 references
0.8937988
0 references
0.8786239
0 references
0.8671068
0 references
0.8589357
0 references
0.8568082
0 references
0.85272986
0 references
0.8526938
0 references
