The semi-strong efficiency debate : in search of a new testing framework
Arianna Ziliotto; Massimiliano Serati
| Year of publication: |
2015
|
|---|---|
| Authors: | Ziliotto, Arianna ; Serati, Massimiliano |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 34.2015, p. 412-438
|
| Subject: | Efficiency | Macroeconomic release | Volatility | Spillover | Factor analysis | Impulse response function | Volatilität | Effizienzmarkthypothese | Efficient market hypothesis | Spillover-Effekt | Spillover effect | Faktorenanalyse | Schätztheorie | Estimation theory | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| 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/10011326196