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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

References

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  • Lo, A. W. 2004. “The Adaptive Markets Hypothesis.” The Journal of Portfolio Management 30 (5): 15–29. doi:10.3905/jpm.2004.442611.
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