The importance of using a test of weak-form market efficiency that does not require investigating the data first
Vesarach Aumeboonsuke; Arthur L. Dryver
| Year of publication: |
2014
|
|---|---|
| Authors: | Aumeboonsuke, Vesarach ; Dryver, Arthur L. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 33.2014, p. 350-357
|
| Subject: | Autocorrelation test | Data snooping | Market efficiency | Runs test | Variance ratio test | Effizienzmarkthypothese | Efficient market hypothesis | Statistischer Test | Statistical test | Schätzung | Estimation | Schätztheorie | Estimation theory | Random Walk | Random walk |
| 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/10010532717