Sidgwick Avenue
Cambridge, CB3 9DD
United Kingdom
Regent St
Cambridge, CB2 1DQ
Faculty of Economics, University of Cambridge
Downing College, Cambridge
Consumption-Based Asset Pricing Models, Serial Correlation, Predictability, Martingale Difference Sequence, Variance Ratio, Quantilogram, Rescaled Range, Mean Reversion
coronavirus, COVID, COVID19, Kalman filter
conditional efficiency, unconditional efficiency, signal, predictive information, prediction, risk-return trade-off, mean-variance
Short Sales, Short Selling Regulation, Net Short Position Disclosure, Investment Signal, Anomaly
