Testing efficiency in small and large financial markets
Wale Dare
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Dare, Wale |
| Publisher: |
St. Gallen : School of Economics and Political Science, Department of Economics, University of St.Gallen |
| Subject: | Market efficiency | semimartingale | large financial markets | local martingale measure | asymptotic arbitrage | Theorie | Theory | Martingal | Martingale | Finanzmarkt | Financial market | Effizienzmarkthypothese | Efficient market hypothesis | Arbitrage Pricing | Arbitrage pricing |
freely available
| Extent: | 1 Online-Ressource (circa 31 Seiten) |
|---|---|
| Series: | Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics. - Sankt Gallen : [Verlag nicht ermittelbar], ZDB-ID 2316967-9. - Vol. no. 2017, 14 (September 2017) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011799698