مرکز منطقه ای اطلاع رساني علوم و فناوري - Efficient capital markets: A statistical definition and comments

Title of article :

Efficient capital markets: A statistical definition and comments

Author/Authors :

Alexandros E. Milionis، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2007

Pages :

From page :

607

To page :

613

Keywords :

Market efficiency , Market efficiency in the presence of GARCH-Mmodels , Return predictability , Serial correlation in stock returns

Journal title :

Statistics and Probability Letters

Serial Year :

2007

Journal title :

Statistics and Probability Letters

Record number :

140949

Link To Document :