The importance of using a test of weak-form market efficiency that does not require investigating the data first
Year of publication: |
2014
|
---|---|
Authors: | Aumeboonsuke, Vesarach ; Dryver, Arthur L. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 33.2014, p. 350-357
|
Subject: | Autocorrelation test | Data snooping | Market efficiency | Runs test | Variance ratio test | Effizienzmarkthypothese | Efficient market hypothesis | Statistischer Test | Statistical test | Schätzung | Estimation | Autokorrelation | Autocorrelation | Random Walk | Random walk | Theorie | Theory | Aktienmarkt | Stock market |
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