A market microstructure view of the informational efficiency of security prices
Robert A. Schwartz
| Year of publication: |
2021
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|---|---|
| Authors: | Schwartz, Robert A. |
| Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 47.2021, 8, p. 75-84
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| Subject: | Security analysis and valuation | portfolio theory | statistical methods | exchanges/markets/clearinghouses | Theorie | Theory | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Informationseffizienz | Informational efficiency | CAPM | Statistische Methode | Statistical method |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jpm.2021.1.268 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012613445