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~person:"Gil-Alaña, Luis A."
~person:"Hisamatsu, Taro"
~person:"Nijkamp, Peter"
~person:"Plastun, Alex"
~subject:"Efficient market hypothesis"
~type_genre:"Non-commercial literature"
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Efficient market hypothesis
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Gil-Alaña, Luis A.
Hisamatsu, Taro
Nijkamp, Peter
Plastun, Alex
Caporale, Guglielmo Maria
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Efficient market theorists in the early nineteenth century : the Earl of Lauderdale (1759-1839) and Yamagata Bantō (1748-1821)
Takatsuki, Yasuo
;
Hisamatsu, Taro
-
2022
Persistent link: https://www.econbiz.de/10013531073
Saved in:
2
A neglected Japanese efficient market theorist : Yamagata Bantō (1748–1821) and his 1806 writing
Takatsuki, Yasuo
;
Hisamatsu, Taro
-
2021
Persistent link: https://www.econbiz.de/10012643954
Saved in:
3
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520749
Saved in:
4
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
5
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
6
The weekend effect : a trading robot and fractional integration analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010364554
Saved in:
7
Intraday anomalies and market efficiency : a trading robot analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010348409
Saved in:
8
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
9
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
10
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2011
Persistent link: https://www.econbiz.de/10009231360
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