Evidence on the speed of convergence to market efficiency
Year of publication: |
2005
|
---|---|
Authors: | Chordia, Tarun ; Roll, Richard ; Subrahmanyam, Avanidhar |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 76.2005, 2, p. 271-292
|
Subject: | Börsenkurs | Share price | USA | United States | Effizienzmarkthypothese | Efficient market hypothesis | Korrelation | Correlation | 1996-2002 |
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