Advances in Financial Planning and Forecasting, Volume 9 (Advances in Financial Planning and Forecasting)
Publisher: JAI Press
Published: October 1, 2000
Language: eng
Format: Hardcover
Number of pages: 288
ISBN-13: 9780762306343
Subjects: Economic forecasting; Finance & Accounting; Stock price forecasting; Econometrics; Financial Economics (General); Financial Markets; Business & Economics; Business / Economics / Finance; Investments & Securities - General; Business/Economics; Finance; Corporate Finance; Business & Economics / Econometrics; Corporations; Econometric models
First sentence: The dominant literature on change in stock prices has found it to be uncorrelated, and hence unpredictable (see, for example, Fama &amp; French, 1988a).