Impact of non-normality of returns on the informational efficiency of stock prices
Year of publication: |
2024
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Authors: | Butt, Hassan A. ; Dille, Lucas ; Nichols, Brian |
Published in: |
Journal of economic insight : (formerly the journal of economics (MVEA)). - [Erscheinungsort nicht ermittelbar] : Missouri Valley Economic Association, ISSN 2572-7362, ZDB-ID 2907226-8. - Vol. 50.2024, 1, p. 53-85
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Subject: | Skewness | Kurtosis | Market Efficiency | Non-Normality | Price Delay | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Informationseffizienz | Informational efficiency | Kapitaleinkommen | Capital income | Theorie | Theory |
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