New Testing Procedures to Assess Market Efficiency with Trading Rules
Year of publication: |
2013-03-15
|
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Authors: | Bell, Peter N |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Efficient market | trading rule | expected profit | testing procedure | confidence interval | moving window | resampling | random walk | mean reversion |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C63 - Computational Techniques ; D84 - Expectations; Speculations ; G0 - Financial Economics. General ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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