Empirical tests on the Hungarian stock market efficiency: economic value of stock return forecasts

This paper focuses on the Hungarian stock market efficiency by applying a customized version of the recursive modeling approach and the switching portfolio strategy employed by Pesaran and Timmermann (1995). I investigate whether this modeling technique could have been more profitable comparing to a...

Full description

Bibliographic Details
Main Author: Csuthi, Virág (author)
Format: masterThesis
Language:eng
Published: 2021
Subjects:
Stock return forecasts
Hungarian stock market
Efficient market hypothesis
Economic profit
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10362/49556
Country:Portugal
Oai:oai:run.unl.pt:10362/49556

Internet

http://hdl.handle.net/10362/49556

Similar Items