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Cited by 517Financial 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
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Crossref · 10.1016/s0169-2070(03)00012-8

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36 of 36 references verified0 citation errors · 0 not checkable

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Citations

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Show all 35 references

Research works printed but not linked: 2

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

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Metadata

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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