Calendar effects, market conditions and the Adaptive Market Hypothesis : evidence from long-run US data
Andrew Urquhart; Frank McGroarty
| Year of publication: |
2014
|
|---|---|
| Authors: | Urquhart, Andrew ; McGroarty, Frank |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 35.2014, p. 154-166
|
| Subject: | Adaptive market hypothesis | Calendar effects | Market conditions | Market efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Kalendereffekt | Calendar effect | Schätzung | Estimation | USA | United States | Kapitalmarkttheorie | Financial economics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010529613