Is the predictability of emerging and developed stock markets really exploitable?
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Publication:879322
DOI10.1016/J.EJOR.2006.07.032zbMATH Open1128.90036OpenAlexW1963732168MaRDI QIDQ879322FDOQ879322
Authors: David Moreno, Ignacio Olmeda 
Publication date: 11 May 2007
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/7746
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Cites Work
- Artificial neural networks: an econometric perspective∗
- A test for independence based on the correlation dimension
- A Stochastic Approximation Method
- Neural networks: A review from a statistical perspective. With comments and a rejoinder by the authors
- Multilayer feedforward networks are universal approximators
- Title not available (Why is that?)
Cited In (8)
- Asset allocation with correlation: a composite trade-off
- Nonlinearity, data-snooping, and stock index ETF return predictability
- Long horizon predictability: an asset allocation perspective
- Do UK stock prices deviate from fundamentals?
- Long-run wavelet-based correlation for financial time series
- Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets
- Synergy frontier of multi-factor stock selection model
- Are the least successful traders those most likely to exit the market? A survival analysis contribution to the efficient market debate
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