The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach
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- Mikio Ito & Akihiko Noda & Tatsuma Wada, 2016. "The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach," Applied Economics, Taylor & Francis Journals, vol. 48(7), pages 621-635, February.
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- Bénédicte Vidaillet & V. D'Estaintot & P. Abécassis, 2005. "Introduction," Post-Print hal-00287137, HAL.
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- Noda, Akihiko, 2016.
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- Taylor, Nick, 2014. "The rise and fall of technical trading rule success," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 286-302.
- Urquhart, Andrew & McGroarty, Frank, 2016. "Are stock markets really efficient? Evidence of the adaptive market hypothesis," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 39-49.
- Mikio Ito & Kiyotaka Maeda & Akihiko Noda, 2014. "The Futures Premium and Rice Market Efficiency in Prewar Japan," Papers 1404.5381, arXiv.org, revised Sep 2017.
- Rahman, Md. Lutfur & Lee, Doowon & Shamsuddin, Abul, 2017. "Time-varying return predictability in South Asian equity markets," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 179-200.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-15 (All new papers)
- NEP-CWA-2012-02-15 (Central & Western Asia)
- NEP-ETS-2012-02-15 (Econometric Time Series)
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