Peter MacDough

3 Questions 6 Answers 0 Followers

Questions related from Peter MacDough

Why are the subsample results different from the full sample results in Linear dependency tests?

I conduct 3 linear correlation tests (serial correlation LM test, runs test and VR test) on a stock market index full sample of 15 years and as well on each year separately for the same period of...

10 August 2015 9,543 5 View

What are the advantages of static subsamples in comparison to rolling window subsamples when trying to capture a changing degree of efficiency?

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25 July 2015 838 3 View

Which alternatives to Fama's efficient markets hypothesis are there?

I was only able to find one - the Adaptive Markets Hypothesis - but I assume there are more. Who can be of help?

12 June 2015 1,860 2 View