Forecasting the S&P500: A Disequilibrium Indicator
The ability of forecast the S&P500 is inconsistent with the notion of efficient markets. this established wisdom has come under attack in the past few years, from such concepts as noise trading. A Potential problem with noise trading, however, is that there are no tools to inform inormation of the extent of mis-pricing. This paper offers such a tool.
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|Date of creation:||1996|
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