Cited by 517Financial Markets and Investment StrategiesStock Market Forecasting MethodsForecasting Techniques and Applications

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Efficient market hypothesis and forecasting

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

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

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EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
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Jensen, M. C. (1978) · Journal of Financial Economics · doi:10.1016/0304-405x(78)90025-9 · Cited by 1,447

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Engle, 1993, Arbitrage valuation of variance forecasts using simulated options, Advances in Futures and Options Research, 6, 393
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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

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