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Applied Economics Letters Volume 24, 2017 - Issue 10
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Original Articles

Identifying periods of market inefficiency for return predictability

Subrata Kumar MitraFaculty of Finance area, Indian Institute of Management Raipur, Raipur, IndiaCorrespondence[email protected]
,
Manojit ChattopadhyayFaculty of Operations & Systems area, Indian Institute of Management Raipur, GEC Campus, Raipur, India
,
Parikshit CharanFaculty of Operations & Systems area, Indian Institute of Management Raipur, GEC Campus, Raipur, India
&
Jaslene BawaFaculty of Finance area, Indian Institute of Management Raipur, Raipur, India
Pages 668-671 | Published online: 10 Aug 2016

Citations (6)

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James Nguyen & Richard Parsons. (2022) A Study of Market Efficiency in Emerging Markets Using Improved Statistical Techniques. Emerging Markets Finance and Trade 58:7, pages 2004-2016.
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Articles from other publishers (5)

James Nguyen, Wei-Xuan Li & Clara Chia-Sheng Chen. (2022) Mean Reversions in Major Developed Stock Markets: Recent Evidence from Unit Root, Spectral and Abnormal Return Studies. Journal of Risk and Financial Management 15:4, pages 162.
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Min-Yuh Day, Yensen Ni & Paoyu Huang. (2019) Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns. Physica A: Statistical Mechanics and its Applications 525, pages 349-372.
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Chaoqun Ma, Danyan Wen, Gang‐Jin Wang & Yong Jiang. (2017) Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market. International Review of Finance 19:2, pages 413-433.
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Jonathan B. Hill & Kaiji Motegi. (2019) Testing the white noise hypothesis of stock returns. Economic Modelling 76, pages 231-242.
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Jonathan B. Hill & Kaiji Motegi. (2017) Testing for White Noise Hypothesis of Stock Returns. SSRN Electronic Journal.
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