Cited by 518Financial Markets and Investment StrategiesStock Market Forecasting MethodsForecasting Techniques and Applications

The DOI matches its Crossref record; 36 of the 36 references it cites were found in a registry or an index.

Efficient market hypothesis and forecasting

Timmermann, Allan, Granger, Clive W.J.·2004·International Journal of Forecasting

DOI 10.1016/s0169-2070(03)00012-8

Open this paper in CoChat — free account

Integrity signals

Registry

Crossref · 10.1016/s0169-2070(03)00012-8

Cites

36 of 36 references verified0 citation errors · 0 not checkable

Statistics

Recomputing p-values needs the paper’s full text.

Claims the paper makes

We couldn’t retrieve this paper’s full text, so its claims and self-check weren’t run. The registry and citation checks still apply.

Claims other papers make about this one

Each is checked against this paper’s own text: does it say what the citing paper says it does?

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
Malkiel, B. G., & Fama, E. F. (1970) · The Journal of Finance · doi:10.1111/j.1540-6261.1970.tb00518.x · Cited by 24,478
Efficient capital markets: A review of theory and empirical work
Fama, E. F. (1970) · The Journal of Finance · doi:10.2307/2325486 · Cited by 13,635
Comparing Predictive Accuracy
Diebold, F. X., & Mariano, R. S. (1994) · National Bureau of Economic Research · doi:10.3386/t0169 · Cited by 5,498
Efficient capital-markets II
FAMA, E. F. (1991) · The Journal of Finance · doi:10.1111/j.1540-6261.1991.tb04636.x · Cited by 5,350
Martingales and arbitrage in multiperiod securities markets
Harrison, J. M., & Kreps, D. M. (1979) · Journal of Economic Theory · doi:10.1016/0022-0531(79)90043-7 · Cited by 3,596
Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
Engle, R. F., Lilien, D. M., & Robins, R. P. (1987) · Econometrica · doi:10.2307/1913242 · Cited by 2,469
Comparing Predictive Accuracy
Diebold, F. X., & Mariano, R. S. (1995) · Journal of Business and Economic Statistics · doi:10.2307/1392185 · Cited by 2,340
Simple technical trading rules and the stochastic properties of stock returns
BROCK, W., LAKONISHOK, J., & LeBARON, B. (1992) · The Journal of Finance · doi:10.1111/j.1540-6261.1992.tb04681.x · Cited by 2,301
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns
Hansen, L. P., & Singleton, K. J. (1983) · Journal of Political Economy · doi:10.1086/261141 · Cited by 1,594
Some anomalous evidence regarding market efficiency
Jensen, M. C. (1978) · Journal of Financial Economics · doi:10.1016/0304-405x(78)90025-9 · Cited by 1,447

Show all 35 references

Research works printed but not linked: 2

Engle, 1993, Arbitrage valuation of variance forecasts using simulated options, Advances in Futures and Options Research, 6, 393
Granger, C. W., & Jeon, Y. (2003) Thick Modelling, Journal of Economic Modeling, in press. UCSD, Mimeo.

Sorted by citations

Items 201–300 of 518

The performance of technical trading rules in Socially Responsible Investments
Urquhart, A., & Zhang, H. (2019) · International Review of Economics & Finance · doi:10.1016/j.iref.2019.05.002 · Cited by 8
Technical analysis, spread trading, and data snooping control
Psaradellis, I., Laws, J., Pantelous, A. A., & Sermpinis, G. (2021) · International Journal of Forecasting · doi:10.1016/j.ijforecast.2021.10.002 · Cited by 9
Re-Examining the Profitability of Technical Analysis with White's Reality Check and Hansen's Spa TestPreprint
Hsu, P., & Kuan, C. (2005) · SSRN Electronic Journal · doi:10.2139/ssrn.685361 · Cited by 8
The Spanish Electricity Intraday Market: Prices and Liquidity RiskPreprint
Furió, D., Lucia, J. J., & Meneu, V. (2007) · SSRN Electronic Journal · Cited by 8
Technical Analysis and Cryptocurrencies
Hudson, R., & Urquhart, A. (2019) · SSRN Electronic Journal · doi:10.2139/ssrn.3387950 · Cited by 7
A survey of recent machine learning techniques for stock prediction methodologies
Vishwakarma, V. K., & Bhosale, N. P. (2024) · Neural Computing and Applications · doi:10.1007/s00521-024-10867-y · Cited by 7
THE DAY OF THE WEEK EFFECT IN BORSA ISTANBUL: A GARCH MODEL ANALYSIS
Öncü, M. A., Ünal, A., & DEMİREL, O. (2017) · International Journal of Management Economics and Business · doi:10.17130/ijmeb.2017331332 · Cited by 10
GLOBAL ECONOMIC CRISIS AND STOCK MARKETS EFFICIENCY: EVIDENCE FROM SELECTED AFRICA COUNTRIES
Tella, S. A., Yinusa, O. G., & Olusola, A. T. (2011) · Bogazici Journal · doi:10.21773/boun.25.1.6 · Cited by 7
The Efficiency of Exchange Rate Market: A Case Study on Pakistan
Ahmed, Z. I. (2015) · International Journal of Economics Finance and Management Sciences · doi:10.11648/j.ijefm.20150302.17 · Cited by 7
Growth forecast errors and government investment and consumption multipliers
Jovanović, B. (2016) · International Review of Applied Economics · doi:10.1080/02692171.2016.1221390 · Cited by 7
Behaviour of Stock Returns During COVID-19 Pandemic: Evidence from Six Selected Stock Market in the World
Malini, H. (2020) · Jurnal Ekonomi Indonesia · doi:10.52813/jei.v9i3.70 · Cited by 7
Financial modeling using Gaussian process models
Petelin, D., Šindelář, J., Přikryl, J., & Kocijan, J. (2011) · IEEE International Conference on Intelligent Data Acquisition and Advanced Computing Systems: Technology and Applications (IDAACS) · doi:10.1109/idaacs.2011.6072854 · Cited by 7
Testing Market Efficiency: Empirical Evidence from Developed Markets of Asia PacificPreprint
Nisar, S., & Hanif, M. (2012) · SSRN Electronic Journal · doi:10.2139/ssrn.1983960 · Cited by 7
Can brand co-branding trigger stock price volatility? The insider effect of executive trading behavior
Zhao, G., Shao, W., Maseeh, H. I., Lei, X., Lin, O., & Yuan, Y. (2025) · International Review of Financial Analysis · doi:10.1016/j.irfa.2025.104589 · Cited by 6
The Effect Of Geographic Dispersion On The Initial And Long-Run IPO Performance
Özdemir, Ö. (2014) · Journal of Hospitality & Tourism Research · doi:10.1177/1096348014563395 · Cited by 6
Testing for the presence of skill in Swedish mutual fund performance: Evidence from a bootstrap analysis
Asal, M. (2016) · Journal of Economics and Business · doi:10.1016/j.jeconbus.2016.07.001 · Cited by 6
Is Technical Analysis Profitable on Renewable Energy Stocks? Evidence from Trend-Reinforcing, Mean-Reverting and Hybrid Fractal Trading Systems
Nor, S. M., Zawawi, N. H. M., Wickremasinghe, G. B., & Halim, Z. A. (2023) · Axioms · doi:10.3390/axioms12020127 · Cited by 6
Efficient Asset Allocation Based on Prediction with Adaptive Data Selection
Moon, K.-S., & Hongjoong, K. (2023) · ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH · doi:10.24818/18423264/57.1.23.04 · Cited by 6
Report on the Electrolytic Industries for the Year 2004
Srinivasan, V., Arora, P., & Ramadass, P. (2006) · Journal of The Electrochemical Society · doi:10.1149/1.2172468 · Cited by 6
The out-of-sample performance of carry trades
Hsu, P., Taylor, M., Wang, Z., & Li, Y. (2024) · Journal of International Money and Finance · doi:10.1016/j.jimonfin.2024.103042 · Cited by 7
Lawful Sequence of Events and Cryptocurrency Anomalies: An Empirical Investigation
Bhatia, P., & Jain, L. (2021) · FIIB Business Review · doi:10.1177/23197145211042438 · Cited by 6
Modelling Stock Market Crashes: The Case of Bucharest Stock Exchange
Pele, D. T., & Mazurencu-Marinescu, M. (2012) · Procedia - Social and Behavioral Sciences · doi:10.1016/j.sbspro.2012.09.1030 · Cited by 6
An empirical analysis of the weak-form efficiency of stock markets
Lim, K. (2017) · Figshare · doi:10.4225/03/5878234f2e063 · Cited by 6
Three-state opinion dynamics for financial markets on complex networks
Zubillaga, B. J., Granha, M. F. B., Wang, C., Nelson, K. P., & Vilela, A. L. M. (2025) · Physica A Statistical Mechanics and its Applications · doi:10.1016/j.physa.2025.130671 · Cited by 5
Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models
Anghel, D. G. (2021) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2021.106113 · Cited by 6
The Present and Future of Empirical Finance
Granger, C. W. J. (2005) · Financial Analysts Journal · doi:10.2469/faj.v61.n4.2737 · Cited by 5
Self-citation
Forecasting in the presence of expectations
Allen, R., Zivin, J. G., & Shrader, J. H. (2016) · The European Physical Journal Special Topics · doi:10.1140/epjst/e2015-50095-3 · Cited by 5
How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts
Ribeiro, P. P., & Curto, J. D. (2017) · Empirical Economics · doi:10.1007/s00181-017-1268-8 · Cited by 5
Stock Market Development and Economic Growth of Nepal
Dhungana, B. R. (2023) · Journal of Business and Social Sciences Research · doi:10.3126/jbssr.v8i2.62132 · Cited by 5
Fat-tailed stochastic volatility model and the stock market returns in China
Ma, D., & Tanizaki, H. (2019) · China Finance Review International · doi:10.1108/cfri-03-2018-0028 · Cited by 5
The time‐varying performance of UK analyst recommendation revisions: Do market conditions matter?
Su, C., Zhang, H., & Hudson, R. S. (2020) · Financial Markets Institutions and Instruments · doi:10.1111/fmii.12126 · Cited by 5
Industry return predictability, timing and profitability
Yao, J., & Alles, L. A. (2005) · Journal of Multinational Financial Management · doi:10.1016/j.mulfin.2005.05.004 · Cited by 5
Long Range Dependence in G7 Stock Markets’ Return Rates Using Mutual Information and Detrended Cross-Correlation Analysis
Ferreira, P., & Diomsio, A. (2017) · Studies in Economics and Econometrics · doi:10.1080/10800379.2017.12097309 · Cited by 5
How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog MarketPreprint
Colino, E. V., Irwin, S. H., & Garcia, P. (2008) · RePEc: Research Papers in Economics · doi:10.22004/ag.econ.37620 · Cited by 5
Technical Trading Rules in Emerging Stock MarketsPreprint
Heyman, D., Inghelbrecht, K., & Pauwels, S. (2012) · SSRN Electronic Journal · doi:10.2139/ssrn.1998036 · Cited by 5
What’s news with you: Price forecasting with global and ESG sentiment scores
Leone, F., Marazzina, D., & Rosamilia, N. (2025) · Finance Research Open · doi:10.1016/j.finr.2025.100013 · Cited by 4
Determinants of Financial Stability and Development in South Africa: Insights from a Quantile ARDL Model of the South African Financial Cycle
Magubane, K. (2025) · Journal of risk and financial management · doi:10.3390/jrfm18090495 · Cited by 4
Market impact shapes competitive advantage of investment strategies in financial markets
Xu, W.-J., & Zhong, L.-X. (2022) · PLoS ONE · doi:10.1371/journal.pone.0260373 · Cited by 4
Causal Linkages Among Cryptocurrency and Emerging Market Indices: An Empirical Investigation
Bhatia, P., & Bedi, P. (2022) · Vision The Journal of Business Perspective · doi:10.1177/09722629221105670 · Cited by 4
Data Driven Dimensionality Reduction to Improve Modeling Performance✱
Chung, J., de Prado, M. L., Simon, H. D., & Wu, K. J. (2023) · International Conference on Scientific and Statistical Database Management · doi:10.1145/3603719.3603744 · Cited by 4
Predicting the equity premium around the globe: Comprehensive evidence from a large sample
Hollstein, F., Prokopczuk, M., Tharann, B., & Simen, C. W. (2024) · International Journal of Forecasting · doi:10.1016/j.ijforecast.2024.05.002 · Cited by 4
Are stock markets efficient with respect to the Google search volume index? A robustness check of the literature studies
Ghaddab, S., de Peretti, C., & Belkacem, L. (2024) · Research in International Business and Finance · doi:10.1016/j.ribaf.2024.102574 · Cited by 4
Beyond Rationality: Exploring Neoclassical, Behavioral, and Austrian Approaches to Finance
Ceolin, A. M., & Mazzoni, J. F. R. (2024) · The Quarterly Journal of Austrian Economics · doi:10.35297/001c.123502 · Cited by 4
Asymmetric Volatility and Market Efficiency: Evidence from Asian Pacific Stock Exchanges Using GARCH Family Models
Khel, F. A., & Shah, P. D. A. (2025) · ACADEMIA International Journal for Social Sciences · doi:10.63056/acad.004.02.0175 · Cited by 4
New Procedures for Testing Whether Stock Price Processes are Martingales
Takeuchi, K., Akimichi Takemura, Y., & Kumon, M. (2010) · Computational Economics · doi:10.1007/s10614-010-9206-2 · Cited by 4
Predicting Stock Returns Using a Variable Order Markov Tree Model
Shmilovici, A., & Ben‐Gal, I. (2012) · Studies in Nonlinear Dynamics and Econometrics · doi:10.1515/1558-3708.1648 · Cited by 4
Using Rényi parameter to improve the predictive power of singular value decomposition entropy on stock market
Jiang, J., & Gu, R. (2016) · Physica A Statistical Mechanics and its Applications · doi:10.1016/j.physa.2015.12.070 · Cited by 4
The bullish and the bearish engulfing patterns: beating the forex market or being beaten?
Alanazi, A. S. (2020) · European Journal of Finance · doi:10.1080/1351847x.2020.1748679 · Cited by 4
Stock Market E-Assistance on Platform-as-a-Service (PaaS)
Hameed, S. (2022) · International Journal of Cloud Applications and Computing · doi:10.4018/ijcac.305858 · Cited by 4
Impact of Oil Price, Exchange Rate and Capital Structure on Firm Performance: Evidence from Nairobi Securities Exchange
Onguka, D. (2019) · European Scientific Journal ESJ · doi:10.19044/esj.2019.v15n4p263 · Cited by 4
International conditional asset allocation under specification uncertainty
Barras, L. (2006) · Journal of Empirical Finance · doi:10.1016/j.jempfin.2006.09.002 · Cited by 4
Exchange Rate Model Approximation, Forecast and Sensitivity Analysis by Neural Networks, Case Of Iran
Pedram, M., & Ebrahimi, M. (2014) · Business and Economic Research · doi:10.5296/ber.v4i2.5892 · Cited by 4
Nonlinearity or Structural Break? - Data Mining in Evolving Financial Data Sets from a Bayesian Model Combination Perspective
Zhou, H. D. (2005) · Hawaii International Conference on System Sciences (HICSS) · doi:10.1109/hicss.2005.456 · Cited by 4
Causal relationship of stock performance and macroeconomic variables: Empirical evidences from Brazil, Russia, India and China (BRIC)
Celis, E. E. (2017) · Archives of Business Research · doi:10.14738/abr.53.2779 · Cited by 4
Revisiting calendar effects in Malaysian finance stocks market: Evidence from threshold GARCH (TGARCH) model
Munir, Q., & Ching, K. S. (2018) · Communication in Statistics- Theory and Methods · doi:10.1080/03610926.2018.1433846 · Cited by 4
Enhanced Mean-Variance Portfolios - A Controlled Integration of Quantitative Return EstimatesPreprint
Kaiser, L., Menichetti, M. J., & Veress, A. (2012) · SSRN Electronic Journal · doi:10.2139/ssrn.2010837 · Cited by 4
Moving Mini-Max - a new indicator for technical analysisPreprint
Silagadze, Z. K. (2008) · arXiv (Cornell University) · doi:10.48550/arxiv.0802.0984 · Cited by 4
Studying the Validity of the Efficient Market Hypothesis (EMH) in the Egyptian Exchange (EGX) after the 25th of January RevolutionPreprint
Kamal, M. (2014) · RePEc: Research Papers in Economics · Cited by 4
Herding Behaviour, Bubbles and Log Periodic Power Laws in Illiquid Stock Markets: A Case Study on the Bucharest Stock ExchangePreprint
Pele, D. T., Mazurencu, M. M., & Nijkamp, P. J. (2013) · SSRN Electronic Journal · doi:10.2139/ssrn.2305945 · Cited by 4
The bond market in South Africa: efficiency and investment issues
Liu, J. G. (2013) · University of the Witwatersrand, Johannesburg Institutional Repository on DSpace (University of the Witwatersrand, Johannesburg) · Cited by 4
Unmanned Cargo Aircraft: From Anywhere to Everywhere
Heerkens, H. (2012) · Engineering & Technology Reference · doi:10.1049/etr.2017.0009 · Cited by 3
Sustainable Marketing Strategies and Financial Performance: A bibliometric Analysis with Web of Science database
Sadriwala, K. F., Ahmed, Z., Pradhan, B. L., & Sadriwala, M. F. (2024) · Morgan Journal of Interdisciplinary Research Studies · doi:10.3126/mjirs.v1i1.63314 · Cited by 3
A consolidated model of self-fulfilling expectations and self-destroying expectations in financial markets
Gao, Y., & Li, H. (2010) · Journal of Economic Behavior & Organization · doi:10.1016/j.jebo.2010.11.008 · Cited by 3
Are European Frontier Markets Efficient?
Bond, D., & Dyson, K. A. (2016) · Elsevier eBooks · doi:10.1016/b978-0-12-803776-8.00008-2 · Cited by 3
Perils and Pitfalls of Empirical Forecasting
Stallinga, P., & Khmelinskii, I. V. (2017) · European Scientific Journal ESJ · doi:10.19044/esj.2017.v13n18p18 · Cited by 3
Forecasting the Crude Oil Price with Extreme Values
Xie, H., Zhou, M., Hu, Y., & Yu, M. J. (2014) · 系统科学与信息学报(英文) · doi:10.1515/jssi-2014-0193 · Cited by 3
Investigating beta anomaly: comparison of Shariah-compliant and conventional stocks
Qamar, M. T. U., Hassan, A., Nazir, M. S., & Haque, A. (2021) · International Journal of Islamic and Middle Eastern Finance and Management · doi:10.1108/imefm-09-2019-0384 · Cited by 3
Effect of Market Variables and Investment Decisions in Financial Market: A Case of Pokhara, Nepal
Dhungana, B. R., Khatri, N., Ojha, D., & Acharya, S. (2023) · Quest Journal of Management and Social Sciences · doi:10.3126/qjmss.v5i1.56297 · Cited by 3
On random number generators and practical market efficiency
Moews, B. (2023) · Journal of the Operational Research Society · doi:10.1080/01605682.2023.2219292 · Cited by 3
Statistical arbitrage portfolio construction based on preference relations
Šarić, F., Begušić, S., Merćep, A., & Kostanjčar, Z. (2023) · Expert Systems with Applications · doi:10.1016/j.eswa.2023.121906 · Cited by 3
Reinforcement learning meets technical analysis: combining moving average rules for optimal alpha
Ospina-Holguín, J. H., & Padilla-Ospina, A. M. (2025) · Cogent Economics & Finance · doi:10.1080/23322039.2025.2490818 · Cited by 3
An investigation into the ability of the reverse yield gap to forecast inflation and economic growth in South Africa
Gossman, K. A., & Hayes, M. G. (2018) · South African Journal of Economic and Management Sciences · doi:10.4102/sajems.v21i1.1638 · Cited by 3
Moving Average Convergence / Devergerance and Relative Strength Index Applied to Predict Price of ASE
Alalaya, M., Hani, A., & Alawad, A. (2018) · International Journal of Business and Social Science · doi:10.30845/ijbss.v9n6a5 · Cited by 3
Deep Neural-Network Prediction for Study of Informational Efficiency
Sulaiman, R. B., & Schetinin, V. (2021) · Lecture notes in networks and systems · doi:10.1007/978-3-030-82196-8_34 · Cited by 3
TECHNICAL ANALYSIS OF EFFICIENT MARKET HYPOTHESIS IN A FRONTIER MARKET
Rehman, M. U., & Waqas, B. K. (2013) · Cited by 3
Technical Anomalies: A Theoretical Review
Kok, S. C., Munir, Q., & Bahron, A. (2014) · Malaysian Journal of Business and Economics (MJBE) · Cited by 3
Are published oil price forecasts efficient?
Moghaddam, H., Dehnavi, J., & Wirl, F. (2018) · OPEC Energy Review · doi:10.1111/opec.12138 · Cited by 3
Bad Friday, Monday Effect and Political Issue: Application of ARCH-GARCH Model to Analyze Seasonal Pattern of Stock Return
Rita, M. R., Wahyudi, S., & Muharam, H. (2018) · International Journal of Engineering & Technology · doi:10.14419/ijet.v7i3.30.18152 · Cited by 3
A Holistic Approach to Financial Data Science: Data, Technology, and Analytics
Khraisha, T. (2020) · The Journal of Financial Data Science · doi:10.3905/jfds.2020.1.031 · Cited by 4
Stacking Generalization via Machine Learning for Trend Detection in Financial Time Series
Carlei, V., Adamo, G., Ustenko, O., & Barybina, V. (2021) · Studies in computational intelligence · doi:10.1007/978-3-030-75583-6_16 · Cited by 3
Predicting Long Term Prices of Nifty Index using Linear Regression and ARIMA: A comparative study
Beniwal, M., Singh, A. K., & Kumar, N. (2022) · International Journal of Accounting Business and Finance · doi:10.55429/ijabf.v2i1.96 · Cited by 3
Estrategia de inversión bursátil y reconocimiento gráfico de patrones: aplicación sobre datos intradía del índice Dow Jones
Royo, R. E. C., Martínez, F. G., & Michniuk, K. (2014) · Cuadernos de Administración · doi:10.11144/javeriana.cao27-48.eibr · Cited by 3
Trading and economic efficiency in selected Victorian water markets in Australia
Liang, T. G. (2013) · Murdoch University Research Portal · Cited by 3
A Call on Art Investments
Kräussl, R., & Wiehenkamp, C. (2011) · Publication Server of Goethe University Frankfurt am Main (Goethe University Frankfurt) · Cited by 3
Trade Openness and the Weak-Form Efficiency of Emerging Stock MarketsPreprint
Lim, K., & Kim, J. H. (2008) · SSRN Electronic Journal · doi:10.2139/ssrn.1269312 · Cited by 3
Testing stock market efficiency in the weak form: Evidence from the Dow Jones Islamic indices
Alsayed, M. S. (2016) · Research Online (University of Wollongong) · Cited by 3
Empirical Cross-Sectional Asset Pricing
Nagel, S. (2012) · National Bureau of Economic Research · doi:10.3386/w18554 · Cited by 3
Predicting School Dropout with Administrative Data: New Evidence from Guatemala and Honduras
Adelman, M. A., Haimovich, F., Ham, A., & Vázquez, E. (2017) · World Bank, Washington, DC eBooks · doi:10.1596/1813-9450-8142 · Cited by 3
Baidu News and the return volatility of Chinese commodity futures: evidence for the sequential information arrival hypothesis
Zhao, R., Xiong, X., Ma, J., Zhang, Y., & Zhang, Y. (2025) · Financial Innovation · doi:10.1186/s40854-025-00753-4 · Cited by 2
N-BEATS-GAN: A risk-aware financial time series forecasting with generative adversarial networks
Dai, M., Seow, M. Y., Filho, R. S., Sclip, A., Chawla, K., Goh, R. S. M., & Chattoraj, J. (2025) · Applied Soft Computing · doi:10.1016/j.asoc.2025.114235 · Cited by 2
Eficiência adaptativa nos mercados futuros agropecuários brasileiros
Rodrigues, M. A., & Filho, J. G. M. (2016) · Revista Brasileira de Economia · doi:10.5935/0034-7140.20160012 · Cited by 2
A Deep Dive: Does Big Data Improve Maturity in the Developed Capital Markets?
Singh, R. K., & Mitra, S. K. (2019) · Theoretical Economics Letters · doi:10.4236/tel.2019.91006 · Cited by 2
Investor Sentiment and Stock Market Return of Non-Financial Firms Listed on the Nairobi Securities Exchange
Nabosu, S. S., & M’ithiria, E. N. (2022) · Journal of Finance and Accounting · doi:10.53819/81018102t2081 · Cited by 2
“Transfer Çalımı” Niteliğindeki Futbolcu Transferlerinin Hisse Senedi Fiyatlarına Etkisi: Türkiye Süper Ligi 2022-2023 Sezonu
KANIŞLI, E., & Gül, M. (2024) · Hitit Sosyal Bilimler Dergisi · doi:10.17218/hititsbd.1391436 · Cited by 2
Time evolution of the chaos intensity of cryptocurrencies
Alves, P. R. L. (2024) · Nonlinear Dynamics · doi:10.1007/s11071-024-10568-0 · Cited by 2
How do financial time series enhance the detection of news significance in market movements? A study using graph neural networks with heterogeneous representations
Filho, I. J. D. R., Gôlo, M. P. S., Marcacini, R. M., & Rezende, S. O. (2024) · Neural Computing and Applications · doi:10.1007/s00521-024-10418-5 · Cited by 2
Polityka dywidend współczesnego przedsiębiorstwa - teoria i praktyka
Jabłoński, B., & Prymon, K. (2017) · Prace Naukowe / Uniwersytet Ekonomiczny w Katowicach · Cited by 2
Random Walk in the MIST
Yang, G. J.-A., Lee, C., & Lee, C.-H. (2015) · Journal of Asia-Pacific Business · doi:10.1080/10599231.2015.1028303 · Cited by 2
PREDICTABILITY OF STOCK PRICE BEHAVIOUR IN SOUTH AFRICA: A NON-PARAMETRIC APPROACH
Mwamba, J. W. M. (2011) · Cited by 2
The Structural Stability of a One-Day Risk Premium in View of the Recent Financial Crisis
Drachal, K. (2015) · Cited by 2

Authors: Timmermann, A., & Granger, C. W. J.
Affiliations: University of California San Diego (US)
Corresponding author: Timmermann, Allan
ORCID: Timmermann, Allan
Venue: International Journal of Forecasting
Publisher: Elsevier BV
Published: 2004-01
Volume: 20
Issue: 1
Pages: 15-27
ISSN: 0169-2070 (ISSN-L)
DOI: 10.1016/s0169-2070(03)00012-8
OpenAlex: W2121224351
Cited by: 517
References: 35
Citations by year: 2026: 19 · 2025: 27 · 2024: 29 · 2023: 30 · 2022: 24 · 2021: 23 · 2020: 31 · 2019: 27 · 2018: 32 · 2017: 28 · 2016: 22 · 2015: 35 · 2014: 37 · 2013: 32 · 2012: 33
FWCI: 12.65
Type: journal article
Language: en
Open access: closed
Licence: www.elsevier.com/tdm/userlicense/1.0/ (tdm)
Locations: International Journal of Forecasting (publishedVersion)
OpenGrey (Institut de l'Information Scientifique et Technique) (submittedVersion)
RePEc: Research Papers in Economics (submittedVersion)
Topics: Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
Social Sciences › Decision Sciences › Management Science and Operations Research › Stock Market Forecasting Methods
Social Sciences › Decision Sciences › Management Science and Operations Research › Forecasting Techniques and Applications
Keywords: efficient market hypothesis, market efficiency testing, trade opportunities, non-stationarity, financial returns

About these checks

Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.

Statistics and arithmetic are recomputed, not judged.

Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.

What counts as a claim ›How we measure confidence ›How we check this ›

Are you an author, or do you see a problem with this page? Request a review

Efficient market hypothesis and forecasting

Overview

Integrity signals

Verification

Claims the paper makes

Claims other papers make about this one

Citations

Cites

Cited by

Related

Metadata

Record

About these checks