منابع مشابه
Scaling and Predictability in Stock Markets: A Comparative Study
Most people who invest in stock markets want to be rich, thus, many technical methods have been created to beat the market. If one knows the predictability of the price series in different markets, it would be easier for him/her to make the technical analysis, at least to some extent. Here we use one of the most basic sold-and-bought trading strategies to establish the profit landscape, and the...
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We construct portfolios of stocks and of bonds that are maximally predictable with respect to a set of ex ante observable economic variables, and show that these levels of predictability are statistically significant, even after controlling for data-snooping biases. We disaggregate the sources for predictability by using several asset groups, including size-sorted and industry-sorted portfolios...
متن کاملCollect Meaningful Information about Stock Markets from the Web
Events represent a significant source of information on the web; they deliver information about events that occur around the world in all subjects and areas. These events can be collected and organized to provide valuable and useful information for decision makers, researchers, as well as for any person seeking knowledge. In this paper, we discuss an ongoing research to target stock markets dom...
متن کاملStock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India
ABSTRACT This study addresses the question of whether the adaptive market hypothesis provides a better description of the behaviour of emerging stock market like India. We employed linear and nonlinear methods to evaluate the hypothesis empirically. The linear tests show a cyclical pattern in linear dependence suggesting that the Indian stock market switched between periods of efficiency and in...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2009
ISSN: 1556-5068
DOI: 10.2139/ssrn.1338857