Testing market efficiency using statistical arbitrage with applications to momentum and value strategies
Steve Hogan ...
| Year of publication: |
2004
|
|---|---|
| Authors: | Hogan, Steve ; Jarrow, Robert A. ; Teo, Melvyn ; Warachka, Mitch |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 73.2004, 3, p. 525-565
|
| Subject: | Arbitrage Pricing | Arbitrage pricing | Effizienzmarkthypothese | Efficient market hypothesis |
| 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/10002204680