The far reaching implications of Fama's efficient markets hypothesis : non-predictability of media investments
Year of publication: |
2020
|
---|---|
Authors: | Bohl, Martin T. ; Ehrmann, Thomas ; Wellenreuther, Claudia |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 27.2020, 18, p. 1505-1508
|
Subject: | Efficient markets hypothesis | media investments | non-predictability | variance ratio test | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Börsenkurs | Share price |
-
Testing weak form of market efficiency of Bombay Stock Exchange and National Stock Exchange
Sharma, Rakesh Kumar, (2017)
-
Camba, Abraham C. <Jr>, (2020)
-
Testing weak form of market efficiency of Bombay stock exchange and national stock exchange
Sharma, Rakesh Kumar, (2017)
- More ...
-
Price Discovery in Agricultural Commodity Markets : Do Speculators Contribute?
Bohl, Martin T., (2019)
-
Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures
Bohl, Martin T., (2018)
-
Price discovery in agricultural commodity markets : do speculators contribute?
Bohl, Martin T., (2019)
- More ...