What proportion of time is a particular market inefficient? : a method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions
Muhammad Farid Ahmed, Stephen Satchell
| Year of publication: |
Jul 2018
|
|---|---|
| Authors: | Ahmed, Muhammad Farid ; Satchell, Stephen |
| Subject: | market efficiency | bubbles | threshold auto-regressions | Effizienzmarkthypothese | Efficient market hypothesis | Spekulationsblase | Bubbles | Theorie | Theory | Börsenkurs | Share price | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2016-0021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011898000