Matches in SemOpenAlex for { <https://semopenalex.org/work/W3145080310> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W3145080310 abstract "This paper presents evidence suggestive of a conditional violation of weak-form market efficiency. Evidence suggests that the AR coefficient monotonically decreases along the return distribution, for each value and equal weighted market indices. These results suggest that the AR coefficient is statistically and economically significant in the tails of the stock return distribution, which implies conditional weak-form predictability in extreme market conditions. This finding may also help explain why prior studies have found autocorrelations of varying sign and significance within similar time horizons." @default.
- W3145080310 created "2021-04-13" @default.
- W3145080310 creator A5049567075 @default.
- W3145080310 date "2017-05-14" @default.
- W3145080310 modified "2023-09-24" @default.
- W3145080310 title "Conditional Violation of Weak-Form Market Efficiency: The Autoregressive Component of Stock Returns with Consideration to the Return Distribution" @default.
- W3145080310 hasPublicationYear "2017" @default.
- W3145080310 type Work @default.
- W3145080310 sameAs 3145080310 @default.
- W3145080310 citedByCount "0" @default.
- W3145080310 crossrefType "posted-content" @default.
- W3145080310 hasAuthorship W3145080310A5049567075 @default.
- W3145080310 hasConcept C105795698 @default.
- W3145080310 hasConcept C106159729 @default.
- W3145080310 hasConcept C134306372 @default.
- W3145080310 hasConcept C139676723 @default.
- W3145080310 hasConcept C149782125 @default.
- W3145080310 hasConcept C159877910 @default.
- W3145080310 hasConcept C162324750 @default.
- W3145080310 hasConcept C166957645 @default.
- W3145080310 hasConcept C186215838 @default.
- W3145080310 hasConcept C197640229 @default.
- W3145080310 hasConcept C204036174 @default.
- W3145080310 hasConcept C205649164 @default.
- W3145080310 hasConcept C2779343474 @default.
- W3145080310 hasConcept C2780299701 @default.
- W3145080310 hasConcept C29368100 @default.
- W3145080310 hasConcept C2985330422 @default.
- W3145080310 hasConcept C33923547 @default.
- W3145080310 hasConceptScore W3145080310C105795698 @default.
- W3145080310 hasConceptScore W3145080310C106159729 @default.
- W3145080310 hasConceptScore W3145080310C134306372 @default.
- W3145080310 hasConceptScore W3145080310C139676723 @default.
- W3145080310 hasConceptScore W3145080310C149782125 @default.
- W3145080310 hasConceptScore W3145080310C159877910 @default.
- W3145080310 hasConceptScore W3145080310C162324750 @default.
- W3145080310 hasConceptScore W3145080310C166957645 @default.
- W3145080310 hasConceptScore W3145080310C186215838 @default.
- W3145080310 hasConceptScore W3145080310C197640229 @default.
- W3145080310 hasConceptScore W3145080310C204036174 @default.
- W3145080310 hasConceptScore W3145080310C205649164 @default.
- W3145080310 hasConceptScore W3145080310C2779343474 @default.
- W3145080310 hasConceptScore W3145080310C2780299701 @default.
- W3145080310 hasConceptScore W3145080310C29368100 @default.
- W3145080310 hasConceptScore W3145080310C2985330422 @default.
- W3145080310 hasConceptScore W3145080310C33923547 @default.
- W3145080310 hasLocation W31450803101 @default.
- W3145080310 hasOpenAccess W3145080310 @default.
- W3145080310 hasPrimaryLocation W31450803101 @default.
- W3145080310 hasRelatedWork W1587698434 @default.
- W3145080310 hasRelatedWork W1587939288 @default.
- W3145080310 hasRelatedWork W1601361696 @default.
- W3145080310 hasRelatedWork W1819841918 @default.
- W3145080310 hasRelatedWork W1973047592 @default.
- W3145080310 hasRelatedWork W1995034425 @default.
- W3145080310 hasRelatedWork W2022322482 @default.
- W3145080310 hasRelatedWork W2022734155 @default.
- W3145080310 hasRelatedWork W2099140642 @default.
- W3145080310 hasRelatedWork W2135368845 @default.
- W3145080310 hasRelatedWork W2157484134 @default.
- W3145080310 hasRelatedWork W2262093404 @default.
- W3145080310 hasRelatedWork W2574679173 @default.
- W3145080310 hasRelatedWork W2616719488 @default.
- W3145080310 hasRelatedWork W3013124745 @default.
- W3145080310 hasRelatedWork W3124864796 @default.
- W3145080310 hasRelatedWork W3125295054 @default.
- W3145080310 hasRelatedWork W3125320288 @default.
- W3145080310 hasRelatedWork W3131612887 @default.
- W3145080310 hasRelatedWork W3194689144 @default.
- W3145080310 isParatext "false" @default.
- W3145080310 isRetracted "false" @default.
- W3145080310 magId "3145080310" @default.
- W3145080310 workType "article" @default.