A new measure of market inefficiency
Year of publication: |
2021
|
---|---|
Authors: | Stephens, Christopher R. ; Benink, Harald A. ; Gordillo, José Luis ; Pardo-Guerra, Juan Pablo |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 6, p. 1-22
|
Publisher: |
Basel : MDPI |
Subject: | behavioural finance | efficient market hypothesis (EMH) | excess trading returns | investor's behaviour |
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