An econometric investigation of the volatility and market efficiency of the U.S. Small Cap 600 stock index
Year of publication: |
2004
|
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Authors: | Onyeaso, Godwin ; Rogers, Michael |
Published in: |
Quarterly journal of business and economics : QJBE. - Lincoln, Neb. : College of Business Administration, ISSN 0747-5535, ZDB-ID 859563-X. - Vol. 43.2004, 3/4, p. 139-155
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Subject: | Aktienindex | Stock index | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | USA | United States |
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