The evolution of stock market efficiency in the US : a non-Bayesian time-varying model approach
Year of publication: |
Februar 2016
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Authors: | Ito, Mikio ; Noda, Akihiko ; Wada, Tatsuma |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 7/9, p. 621-635
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Subject: | Market efficiency | non-Bayesian time-varying AR model | degree of market efficiency | the adaptive market hypothesis | Effizienzmarkthypothese | Efficient market hypothesis | Schätzung | Estimation | Aktienmarkt | Stock market | Theorie | Theory |
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