Optimal Aggregation of Money Supply Forecasts: Accuracy, Profitability and Market Efficiency

The Journal of Finance

Volumn 38, Issue 3, 1983, Pages 695-710

  FIGLEWSKI, STEPHEN ^a   URICH, THOMAS ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0011551178     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1983.tb02497.x     Document Type: Article

References (10)

1. “Efficient Capital Markets: A Review of Theory and Empirical Work.”
2. “Subjective Information and Market Efficiency in a Betting Market.”
3. “Optimal Price Forecasting Using Survey Data.”
4. “Optimal Speculation Against an Efficient Market.”
5. “The Prediction Performance of the FRB‐MIT‐Penn Model of the U.S. Economy.”
6. “Comparing Survey and Rational Measures of Expected Inflation: Forecast Performance and Interest Rate Effects.”
7. “The Information Content of Weekly Money Supply Announcements.”
8. “Market Response to the Weekly Money Supply Announcement in the 1970's.”