Testing efficiency in small and large financial markets
Year of publication: |
[2017]
|
---|---|
Authors: | Dare, Wale |
Publisher: |
St. Gallen : School of Economics and Political Science, Department of Economics, University of St.Gallen |
Subject: | Market efficiency | semimartingale | large financial markets | local martingale measure | asymptotic arbitrage | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Finanzmarkt | Financial market | Martingal | Martingale | Arbitrage Pricing | Arbitrage pricing | CAPM |
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