Efficient capital markets: a statistical definition and comments (Q2643741)
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scientific article; zbMATH DE number 5183061
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| English | Efficient capital markets: a statistical definition and comments |
scientific article; zbMATH DE number 5183061 |
Statements
Efficient capital markets: a statistical definition and comments (English)
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27 August 2007
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market efficiency
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return predictability
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serial correlation in stock returns
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market efficiency in the presence of GARCH-M models
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0.7871278524398804
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0.7202544808387756
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0.704931914806366
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0.7021662592887878
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0.7012074589729309
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