Dampening effect and market efficiency
Year of publication: |
2023
|
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Authors: | Guo, Ming |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 148.2023, p. 1-25
|
Subject: | Grossman-Stiglitz-style and kyle-style models | Dampening effect | Price informativeness and short-term return reversals | Contrarian trading | Aggregate risk | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Risiko | Risk | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Richtiger Name der Verfasser:in: ...: Ming Guo |
Other identifiers: | 10.1016/j.jedc.2023.104604 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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