Short-term market efficiency indicator based on the waiting-time distribution
Syed Mujahid Hussain, Sergey Osmekhin, Frédéric Délèze
| Year of publication: |
2021
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|---|---|
| Authors: | Hussain, Syed Mujahid ; Osmekhin, Sergey ; Délèze, Frédéric |
| Published in: |
Review of managerial science : RMS. - Berlin : Springer, ISSN 1863-6691, ZDB-ID 2365045-X. - Vol. 15.2021, 6, p. 1561-1572
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| Subject: | Market efficiency indicator | Market inefficiency | Statistical arbitrage | Waiting-time distribution | Effizienzmarkthypothese | Efficient market hypothesis | Effizienz | Efficiency | Theorie | Theory | Arbitrage | Wirtschaftsindikator | Economic indicator |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11846-020-00398-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012619885