On the use of the market model R-square as a measure of stock price efficiency
Year of publication: |
2015
|
---|---|
Authors: | Bramante, Riccardo ; Petrella, Giovanni ; Zappa, Diego |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 44.2015, 2, p. 379-391
|
Publisher: |
Springer |
Subject: | R-square | Price efficiency | Price discovery | Delay |
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