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

Management Science

Volumn 51, Issue 10, 2005, Pages 1582-1592

  Ferson, Wayne E ^a   Heuson, Andrea ^b   Su, Tie ^b  

^a BOSTON COLLEGE   (United States)

^b UNIVERSITY OF MIAMI   (United States)

Author keywords

Asset pricing; Market efficiency; Stock market predictability

Indexed keywords

ASSET PRICING; MARKET EFFICIENCY; STOCK MARKET PREDICTABILITY;

COST ACCOUNTING; MARKETING;

INVENTORY CONTROL;

EID: 27544494820     PISSN: 00251909     EISSN: 15265501     Source Type: Journal    
DOI: 10.1287/mnsc.1050.0396     Document Type: Review

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