On the use of the market model R-square as a measure of stock price efficiency
Riccardo Bramante; Giovanni Petrella; Diego Zappa
| Year of publication: |
2015
|
|---|---|
| Authors: | Bramante, Riccardo ; Petrella, Giovanni ; Zappa, Diego |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 44.2015, 2, p. 379-391
|
| Subject: | R-square | Price efficiency | Price discovery | Delay | Börsenkurs | Share price | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis |
| 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/10011327620