Author: Siddiqui S.1
Source: Applied Economics Letters, Volume 10, Number 4, March 17, 2003 , pp. 209-211(3)
Publisher: Routledge, part of the Taylor & Francis Group
Abstract:
By applying a linear regression model to monthly time series data from the German equity and money markets, this paper challenges the conventional viewpoint that historical data do not possess any explanatory power for future stock market returns.Document Type: Research article
Affiliations: 1: Humserstr. 17, D-60320 Frankfurt am Main, Germany e-mail: siddiqui@web.de
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