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Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
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The New York stock market in the 1920s and 1930s : did stock prices move together too much?
Rappoport, Peter - 1994
Persistent link: https://www.econbiz.de/10000883024
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A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886080
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Heterogeneous expectations and tests of efficiency in the yen, dollar forward foreign exchange rate market
Elliott, Graham - 1995
Persistent link: https://www.econbiz.de/10000935824
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Fads, martingales, and market efficiency
Lehmann, Bruce Neal - 1988
Persistent link: https://www.econbiz.de/10000754887
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Herd on the street : informational inefficiencies in a market with short-term speculation
Froot, Kenneth; Scharfstein, David; Stein, Jeremy C. - 1990
Persistent link: https://www.econbiz.de/10000784929
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Re-interpreting the failure of foreign exchange market efficiency tests : small transactions costs, big hysteresis bands
Baldwin, Richard E. - 1990
Persistent link: https://www.econbiz.de/10000789095
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Cointegration and tests of present value models
Campbell, John Y.; Shiller, Robert J. - 1986
Persistent link: https://www.econbiz.de/10000694815
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Volatility tests and efficient markets : a review essay
Cochrane, John H. - 1991
Persistent link: https://www.econbiz.de/10000808241
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Do markets respond more to more reliable labor market data? : A test of market rationality
Krueger, Alan B. - 1996
Persistent link: https://www.econbiz.de/10000605026