Optimal Aggregation of Money Supply Forecasts: Accuracy, Profitability and Market Efficiency

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

Efficient Capital Markets: A Review of Theory and Empirical Work

1970 • 10,493 citations

Forecasting Economic Time Series

2000 • 1,898 citations

Forecasting Economic Time Series

1977 • 711 citations

The Prediction Performance of the FRB-MIT-PENN Model of the U.S. Economy

1972 • 397 citations

Market Response to the Weekly Money Supply Announcements in the 1970s

1981 • 166 citations

Subjective Information and Market Efficiency in a Betting Market

1979 • 159 citations

Comparing Survey and Rational Measures of Expected Inflation: Forecast Performance and Interest Rate Effects

1979 • 111 citations

OPTIMAL SPECULATION AGAINST AN EFFICIENT MARKET*

1976 • 63 citations

The information content of weekly money supply announcements

1982 • 52 citations

Optimal Price Forecasting Using Survey Data

1983 • 47 citations

The structure of expectations of the weekly money supply announcement

1984 • 41 citations

Optimal Speculation Against an Efficient Market

1976 • 19 citations