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Two Tales of Return Predictability: The Case of Asia–Pacific Equity Markets - MaRDI portal

Two Tales of Return Predictability: The Case of Asia–Pacific Equity Markets

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Publication:4687606

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DOI10.1002/FOR.2436zbMath1397.62084OpenAlexW2499784593MaRDI QIDQ4687606

Andrei Shynkevich

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2436

zbMATH Keywords

random walk statistical tests market efficiency data snooping mechanical trading rules

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03)

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