The semi-strong efficiency debate : in search of a new testing framework
Year of publication: |
2015
|
---|---|
Authors: | Ziliotto, Arianna ; Serati, Massimiliano |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 34.2015, p. 412-438
|
Subject: | Efficiency | Macroeconomic release | Volatility | Spillover | Factor analysis | Impulse response function | Volatilität | Theorie | Theory | Spillover-Effekt | Spillover effect | Effizienzmarkthypothese | Efficient market hypothesis | Effizienz | Faktorenanalyse | Schätzung | Estimation |
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