Multiscale Analysis of the Predictability of Stock Returns

Due to the strong complexity of financial markets, economics does not have a unified theory of price formation in financial markets. The most common assumption is the Efficient-Market Hypothesis, which has been attacked by a number of researchers, using different tools. There were varying degrees to...

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Bibliographic Details
Main Author: Paweł Fiedor
Format: Article
Language:English
Published: MDPI AG 2015-06-01
Series:Risks
Subjects:
Online Access:http://www.mdpi.com/2227-9091/3/2/219