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Keywords: Predictability
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Journal Articles
Journal of Capital Markets Studies (2020) 4 (2): 145–166.
Published: 13 November 2020
... returns for traces of predictability or non-randomness using variance ratio tests, Granger-Causality models and runs tests. Findings The findings pinpoint at predictabilities which seem inconsistent with market efficiency, and they suggest that the inherent cause of predictability differs across...

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