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~person:"Chung, Dennis Y."
~person:"Fafchamps, Marcel"
~person:"Gil-Alaña, Luis A."
~person:"Lo, Andrew W."
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Search: subject_exact:"Efficient-market hypothesis"
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Efficient market hypothesis
80
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Chung, Dennis Y.
Fafchamps, Marcel
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71
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50
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27
Subrahmanyam, Avanidhar
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71
Do Spanish stock market prices have a unit root? : Evidence from a fractional integration viewpoint
DePeña, Francisco Javier
;
Gil-Alaña, Luis A.
- In:
European review of economics and finance
3
(
2004
)
1
,
pp. 3-13
Persistent link: https://www.econbiz.de/10002091248
Saved in:
72
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
73
Insurance market efficiency and crop choices in Pakistan
Kurosaki, Takashi
;
Fafchamps, Marcel
- In:
Journal of development economics
67
(
2002
)
2
,
pp. 419-453
Persistent link: https://www.econbiz.de/10001655426
Saved in:
74
A non-random walk down Wall Street
Lo, Andrew W.
;
MacKinlay, Archie Craig
-
2002
Persistent link: https://www.econbiz.de/10001611544
Saved in:
75
Frontiers of finance : evolution and efficient markets
Farmer, J. Doyne
;
Lo, Andrew W.
- In:
Wirtschaftspolitische Blätter
47
(
2000
)
4
,
pp. 403-406
Persistent link: https://www.econbiz.de/10001572357
Saved in:
76
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
77
Insurance market efficiency and crop choices in Pakistan
Kurosaki, Takashi
;
Fafchamps, Marcel
-
1998
Persistent link: https://www.econbiz.de/10001362665
Saved in:
78
Market efficiency : stock market behaviour in theory and practice
Lo, Andrew W.
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000971430
Saved in:
79
Market efficiency ; 1
Lo, Andrew W.
(
ed.
)
-
1997
Persistent link: https://www.econbiz.de/10000971431
Saved in:
80
Fat tails, long memory, and the stock market since the 1960's
Lo, Andrew W.
- In:
Economic notes : economic review of Banca Monte dei …
26
(
1997
)
2
,
pp. 213-246
Persistent link: https://www.econbiz.de/10001337764
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