The Relative Predictability of Stock Markets in the Americas
Author:
Affiliation:
1. Department of Economics; SOAS, University of London; Thornhaugh Street London WC1H 0XG UK
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/ijfe.1536/fullpdf
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3. A variance ratio test of the behavior of some FTSE equity indexes using ranks and signs;Belaire-Franch;Review of Quantitative Finance and Accounting,2005
4. The Econometrics of Financial Markets
5. Tests for predictability in emerging equity markets;Chang;Emerging Markets Review,2004
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