A new measure for market efficiency and its application
Year of publication: |
2020
|
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Authors: | Jiang, Jinjin ; Li, Haiqi |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 34.2020, p. 1-7
|
Subject: | Adaptive market hypothesis | Behavioral finance | Quantile autoregressive model | Effizienzmarkthypothese | Efficient market hypothesis | Anlageverhalten | Behavioural finance | Kapitalmarkttheorie | Financial economics |
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