Weak and semi-strong form stock return predictability, revisited - Info and Reading Options
By Wayne E. Ferson
"Weak and semi-strong form stock return predictability, revisited" was published by National Bureau of Economic Research in 2004 - Cambridge, MA and the language of the book is English.
“Weak and semi-strong form stock return predictability, revisited” Metadata:
- Title: ➤ Weak and semi-strong form stock return predictability, revisited
- Author: Wayne E. Ferson
- Language: English
- Publisher: ➤ National Bureau of Economic Research
- Publish Date: 2004
- Publish Location: Cambridge, MA
“Weak and semi-strong form stock return predictability, revisited” Subjects and Themes:
- Subjects: ➤ Econometric models - Mathematical models - Portfolio management - Prices - Rate of return - Stock price forecasting - Stocks
- Places: United States
Edition Specifications:
- Format: Electronic resource
Edition Identifiers:
- The Open Library ID: OL3475847M - OL5889375W
- Library of Congress Control Number (LCCN): 2005615278
AI-generated Review of “Weak and semi-strong form stock return predictability, revisited”:
"Weak and semi-strong form stock return predictability, revisited" Description:
The Open Library:
"This paper makes indirect inference about the time-variation in expected stock returns by comparing unconditional sample variances to estimates of expected conditional variances. The evidence reveals more predictability as more information is used, and no evidence that predictability has diminished in recent years. Semi-strong form evidence suggests that time-variation in expected returns remains economically important"--National Bureau of Economic Research web site.
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