Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data

Journal of Empirical Finance

Volumn 18, Issue 5, 2011, Pages 868-879

  Kim, Jae H ^a   Shamsuddin, Abul ^b   Lim, Kian Ping ^c  

^a LA TROBE UNIVERSITY   (Australia)

^b UNIVERSITY OF NEWCASTLE   (Australia)

^c UNIVERSITI MALAYSIA SABAH   (Malaysia)

Author keywords

Adaptive markets hypothesis; Economic bubbles; Economic crises; Market efficiency; U.S. stock market

Indexed keywords

EID: 81455131565     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2011.08.002     Document Type: Article

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