A test for joint market efficiency from an investor’s perspective
Year of publication: |
2019
|
---|---|
Authors: | Viswanathan, Lakshmi ; Maheswaran, S. ; Balasubramanian, G. |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 9.2019, 5, p. 1518-1533
|
Subject: | Market Efficiency | Variance-Covariance | Cross-Country Correlation | Scaled Covariance Difference | Effizienzmarkthypothese | Efficient market hypothesis | Korrelation | Correlation | Theorie | Theory | Welt | World | Effizienz | Efficiency |
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