Return Predictability and Market Efficiency: Evidence from the Bulgarian Stock Market
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DOI: 10.1080/00128775.2018.1542601
Abstract: We applied three well-known technical indicators and one neglected indicator to the daily data for the Bulgarian Stock Index from November 21, 2003 to March 1, 2018. The results strongly support the predictive power of… read more here.
Keywords: bulgarian stock; risk; predictability market; market ... See more keywords