Methodological issues in asset pricing : random walk or chaotic dynamics
Year of publication: |
1999
|
---|---|
Authors: | Malliaris, Anastasios G. ; Stein, Jerome L. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 23.1999, 11, p. 1605-1635
|
Subject: | Effizienzmarkthypothese | Efficient market hypothesis | CAPM | Asymmetrische Information | Asymmetric information | Preis | Price | Volatilität | Volatility | Theorie | Theory |
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