A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment
Year of publication: |
2004
|
---|---|
Authors: | Behr, Andreas |
Publisher: |
Münster : Centrum für Angewandte Wirtschaftsforschung Münster |
Subject: | present value model | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Finanzanalyse | Financial analysis | Spekulationsblase | Bubbles | Schätzung | Estimation | USA | United States | Autokorrelation | Autocorrelation | Momentenmethode | Method of moments | 1871-2001 |
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