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~subject:"Efficient market hypothesis"
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Efficient market hypothesis
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Lee, Chun I.
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Giannetti, Antoine
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Gleason, Kimberly
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Larson, Stephen J.
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Liu, Y. Angela
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Madura, Jeff
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Mathur, Iqbal
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Journal of banking & finance
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The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
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Price movements, information, and liquidity in the night trading market
Giannetti, Antoine
;
Larson, Stephen J.
;
Lee, Chun I.
; …
- In:
The financial review : the official publication of the …
41
(
2006
)
1
,
pp. 119-137
Persistent link: https://www.econbiz.de/10003274789
Saved in:
2
On market efficiency of Asian foreign exchange rates : evidence from a joint variance ratio test and technical trading rules
Lee, Chun I.
;
Pan, Ming-Shiun
;
Liu, Y. Angela
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 199-214
Persistent link: https://www.econbiz.de/10001575255
Saved in:
3
Efficiency tests in the French derivatives market
Lee, Chun I.
;
Gleason, Kimberly
;
Mathur, Iqbal
- In:
Journal of banking & finance
24
(
2000
)
5
,
pp. 787-807
Persistent link: https://www.econbiz.de/10001467849
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