Tests for weak form market efficiency in stock prices : Monte Carlo evidence
M. S. Khaled and S. P. Keef
| Year of publication: |
2012
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|---|---|
| Authors: | Khaled, Mohammed S. ; Keef, Stephen P. |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 11.2012, 8, p. 783-788
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| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Statistischer Test | Statistical test | Aktienmarkt | Stock market | Varianzanalyse | Analysis of variance | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Statistischer Fehler | Statistical error |
| 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://ebvufind01.dmz1.zbw.eu/10010199251