Measuring excess-predictability of asset returns and market efficiency over time
type: Item
instance of: scholarly article
title: Measuring excess-predictability of asset returns and market efficiency over time
zbMATH Open document ID: 1406.91512
author: Richard Levich
author: Thomas Conlon
author: Valerio Potì
published in: Economics Letters
publication date: 2019-01-31T00:00:00Z
Mathematics Subject Classification ID: 91G99
zbMATH DE Number: 7008769
zbMATH Keywords: return predictability
zbMATH Keywords: market efficiency
zbMATH Keywords: predictability bounds
MaRDI profile type: Publication
full work available at URL: j.econlet.2018.12.022
OpenAlex ID: W2906326022
cites work: A new tight and general bound on return predictability
Wikidata QID: Q128671182
DOI: 10.1016/J.ECONLET.2018.12.022
Recommended article: A perspective on recent methods on testing predictability of asset returns
Recommended article: A reexamination of stock return predictability
Recommended article: Q3567585
Recommended article: Predictability of stock returns and asset allocation under structural breaks
Recommended article: A new test of asset return predictability with an unstable predictor
Recommended article: A unified test for predictability of asset returns regardless of properties of predicting variables
Recommended article: The Predictability of Short-Horizon Stock Returns
Recommended article: A new tight and general bound on return predictability
description: scientific article; zbMATH DE number 7008769