Tests for weak form market efficiency in stock prices : Monte Carlo evidence
Year of publication: |
2012
|
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Authors: | Khaled, Mohammed S. ; Keef, Stephen P. |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 11.2012, 8, p. 783-788
|
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory |
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