Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data

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The inefficiency of Bitcoin revisited: a dynamic approach (2017, background): “Stock Market is weakly inﬂuenced by the liquidity level and market size. Cajueiro et al. (2009) ﬁnd that ﬁnancial market liberalization increases the informational eﬃciency in the Greek Stock Market. Kim et al. (2011) ﬁnd that return predictability is altered by political and economic crises but not”