Matches in SemOpenAlex for { <https://semopenalex.org/work/W299628180> ?p ?o ?g. }
- W299628180 endingPage "15" @default.
- W299628180 startingPage "1" @default.
- W299628180 abstract "This chapter focuses on developments following Fama's review related to prediction of stock prices. In the review Fama describes increasingly fine information that is useful in organizing the discussion. It is mentioned that weak-form predictability uses the information in past stock prices. Semi-strong form predictability uses variables that are publicly available, and strong form uses anything else. The weak-form predictability (using the information in past stock prices) is more fragile and less compelling than the semi-strong form predictability (using publicly available information more generally). Further, the review highlights the issue of predictability in stock returns, which has important and broad economic implications relating to the efficiency of capital markets in allocating resources to their highest valued uses. The discussion concludes with conditional asset pricing models, which provided a rich setting for the study of the dynamic behavior of asset markets. Conditional Performance Evaluation is the application of these models to the problem of evaluating the performance of portfolio managers. Models that allow for time-varying conditional moments produce different inferences about performance thanthe traditional measures that do not allow for predictability, and have influenced both academic views and professional investment practice. It mentions that research on predictability has stimulated numerous advances in the statistical and econometric methods of financial economics and is likely to continue." @default.
- W299628180 created "2016-06-24" @default.
- W299628180 creator A5079825598 @default.
- W299628180 date "2007-01-01" @default.
- W299628180 modified "2023-09-27" @default.
- W299628180 title "Market efficiency and forecasting" @default.
- W299628180 cites W1547782405 @default.
- W299628180 cites W1584411492 @default.
- W299628180 cites W1597060901 @default.
- W299628180 cites W1604391840 @default.
- W299628180 cites W1605711810 @default.
- W299628180 cites W176770678 @default.
- W299628180 cites W1966268097 @default.
- W299628180 cites W1967031021 @default.
- W299628180 cites W1975161917 @default.
- W299628180 cites W1983104153 @default.
- W299628180 cites W1989837059 @default.
- W299628180 cites W1991293146 @default.
- W299628180 cites W1995352199 @default.
- W299628180 cites W2000211887 @default.
- W299628180 cites W2003124798 @default.
- W299628180 cites W2006808353 @default.
- W299628180 cites W2007785900 @default.
- W299628180 cites W2010252579 @default.
- W299628180 cites W2010891591 @default.
- W299628180 cites W2028382716 @default.
- W299628180 cites W2029056003 @default.
- W299628180 cites W2038621549 @default.
- W299628180 cites W2041046371 @default.
- W299628180 cites W2042790497 @default.
- W299628180 cites W2043619364 @default.
- W299628180 cites W2049156204 @default.
- W299628180 cites W2053030651 @default.
- W299628180 cites W2054349855 @default.
- W299628180 cites W2058987640 @default.
- W299628180 cites W2061160212 @default.
- W299628180 cites W2071726993 @default.
- W299628180 cites W2079346266 @default.
- W299628180 cites W2082135863 @default.
- W299628180 cites W2093571522 @default.
- W299628180 cites W2100526182 @default.
- W299628180 cites W2100976425 @default.
- W299628180 cites W2111187892 @default.
- W299628180 cites W2112298479 @default.
- W299628180 cites W2112439838 @default.
- W299628180 cites W2112797280 @default.
- W299628180 cites W2125520394 @default.
- W299628180 cites W2128475248 @default.
- W299628180 cites W2128633294 @default.
- W299628180 cites W2131177033 @default.
- W299628180 cites W2131773668 @default.
- W299628180 cites W2132082635 @default.
- W299628180 cites W2132286633 @default.
- W299628180 cites W2133983882 @default.
- W299628180 cites W2134807435 @default.
- W299628180 cites W2135606128 @default.
- W299628180 cites W2138113134 @default.
- W299628180 cites W2144380346 @default.
- W299628180 cites W2144487825 @default.
- W299628180 cites W2144570112 @default.
- W299628180 cites W2154860111 @default.
- W299628180 cites W2158120228 @default.
- W299628180 cites W2158452825 @default.
- W299628180 cites W2165559086 @default.
- W299628180 cites W2169718191 @default.
- W299628180 cites W2489977932 @default.
- W299628180 cites W2795891046 @default.
- W299628180 cites W2890373777 @default.
- W299628180 cites W2891924287 @default.
- W299628180 cites W2892377956 @default.
- W299628180 cites W3094633476 @default.
- W299628180 cites W3121225256 @default.
- W299628180 cites W3121302911 @default.
- W299628180 cites W3121451334 @default.
- W299628180 cites W3121525464 @default.
- W299628180 cites W3121542091 @default.
- W299628180 cites W3121790069 @default.
- W299628180 cites W3121993609 @default.
- W299628180 cites W3122578644 @default.
- W299628180 cites W3122718005 @default.
- W299628180 cites W3122727604 @default.
- W299628180 cites W3122797132 @default.
- W299628180 cites W3122824160 @default.
- W299628180 cites W3123046630 @default.
- W299628180 cites W3123186449 @default.
- W299628180 cites W3123320210 @default.
- W299628180 cites W3123413472 @default.
- W299628180 cites W3123598380 @default.
- W299628180 cites W3123752263 @default.
- W299628180 cites W3123912718 @default.
- W299628180 cites W3123921709 @default.
- W299628180 cites W3123959803 @default.
- W299628180 cites W3124167762 @default.
- W299628180 cites W3124335592 @default.
- W299628180 cites W3124570132 @default.
- W299628180 cites W3124694934 @default.
- W299628180 cites W3125017137 @default.
- W299628180 cites W3125064869 @default.