Weak-form and semi-strong-form stock return predictability revisited

Journal article

Open access

Peer reviewed

Wayne E Ferson, Andrea Heuson and TIE SU

Management science, Vol.51(10), pp.1582-1592

2005

Abstract

Applied sciences

Exact sciences and technology

Operational research and scientific management

Operational research. Management science

Portfolio theory

url

https://doi.org/10.1287/mnsc.1050.0396View

Published (Version of record) Open

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Collaboration types: Domestic collaboration
Citation topics: 6 Social Sciences; 6.10 Economics; 6.10.80 Option Pricing
Web Of Science research areas: Management; Operations Research & Management Science
ESI research areas: Economics & Business

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Source: InCites

Title: Weak-form and semi-strong-form stock return predictability revisited
Creators: Wayne E Ferson - Boston College, 140 Commonwealth Avenue, Chestnut Hill, Massachusetts 02467, United States
Andrea Heuson - University of Miami, 5250 University Drive, Coral Gables, Florida 33124, United States
TIE SU - University of Miami, 5250 University Drive, Coral Gables, Florida 33124, United States
Publication Details: Management science, Vol.51(10), pp.1582-1592
Publisher: Institute for Operations Research and the Management Sciences
Academic Unit: Miami Herbert Business School; A&S - Finance; MHBS - Finance
Language: English
Resource Type: Journal article
Record Identifier: 991031615450602976