Measuring excess-predictability of asset returns and market efficiency over time

DOI10.1016/J.ECONLET.2018.12.022zbMath1406.91512OpenAlexW2906326022WikidataQ128671182 ScholiaQ128671182MaRDI QIDQ1714092

Richard Levich, Thomas Conlon, Valerio Potì

Publication date: 31 January 2019

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.12.022

zbMATH Keywords

market efficiencyreturn predictabilitypredictability bounds

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Cites Work

• A new tight and general bound on return predictability

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