Relative efficiency of equity ETFs : an adaptive market hypothesis perspective
Year of publication: |
2021
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Authors: | Saha, Kunal ; Madhavan, Vinodh ; Chandrashekhar, G. R. |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 14, p. 1202-1207
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Subject: | adaptive market hypothesis | exchange traded funds | Long memory | relative efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Indexderivat | Index derivative | Kapitalmarkttheorie | Financial economics |
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