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I've done a lot of work purporting to show there's a little bit of predictability in overall market returns, but that branch of the literature has so many statistical problems there's not a lot of agreement.
Some evidence of non-linear predictability in stock market returns is found using the past buy-and-sell signals of the moving average rules.
"I think it means it's working and there's stability and predictability in the market".
This in turn will spur countries to establish new rules that drive capital toward non-carbon producing industries and technologies‚ and create predictability in the market.
Command-and-control economies may provide a degree of predictability unknown in market economies, at least for a while.
Model-Free Evaluation of Directional Predictability in Foreign Exchange Markets, with J. Chung, Journal of Applied Econometrics 22 (2007), 855-889.
He called the bill a "package that will provide more predictability in our energy markets and reduce the price fluctuations and regulatory uncertainty that have confounded investments in recent years".
The cynics among us might ask when have we ever experienced that sort of stability and predictability in global oil markets, and you have to admit that there is no good answer to that question.
Its proposed extensive guidance documents may bring the needed predictability in the U.S. market to unleash a flood of these apps.
His recent projects focus on the impact of technological innovation on financial markets, patterns of predictability in stock returns, dynamics of stock market volatility, and novel methodology for solving and estimating general equilibrium models.
Although this paper presents evidence of return predictability in the Indian GETF market, it remains unknown whether is economically profitable to exploit this predictability same when weighed up against the underlying costs, such as transaction costs.
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