Market efficiency, asset returns, and the size of the risk premium in global equity markets. (Q1858952): Difference between revisions

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+Testing for Serial Correlation Against an ARMA(1, 1,) Process
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+Q4230831
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+Large Sample Properties of Generalized Method of Moments Estimators
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+The Interaction Between Time-Nonseparable Preferences and Time Aggregation
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+The Present-Value Relation: Tests Based on Implied Variance Bounds
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+ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL
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+Q5445942
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+Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
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