The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches
Goodness C. Aye, Luis A. Gil-Alana, Rangan Gupta, Mark E. Wohar
| Year of publication: |
September 2017
|
|---|---|
| Authors: | Aye, Goodness C. ; Gil-Alaña, Luis A. ; Gupta, Rangan ; Wohar, Mark E. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 51.2017, p. 283-294
|
| Subject: | Art market | Market efficiency | Variance ratio tests | Random walk | Martingale | Non-parametric | Effizienzmarkthypothese | Efficient market hypothesis | Random Walk | Kunsthandel | Art trade | Varianzanalyse | Analysis of variance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011754449