Efficient capital markets: a statistical definition and comments (Q2643741)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient capital markets: a statistical definition and comments |
scientific article |
Statements
Efficient capital markets: a statistical definition and comments (English)
0 references
27 August 2007
0 references
market efficiency
0 references
return predictability
0 references
serial correlation in stock returns
0 references
market efficiency in the presence of GARCH-M models
0 references