𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Test of the Efficient Market Theory Using Filter Tests on Stock Prices

✍ Scribed by Peter Praetz; Michael Naphtali; John Nolan

Book ID
118714186
Publisher
John Wiley and Sons
Year
1975
Tongue
English
Weight
399 KB
Volume
51
Category
Article
ISSN
0013-0249

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Testing the stability of the 2000 US sto
Testing the stability of the 2000 US stock market β€œantibubble”
✍ Wei-Xing Zhou; Didier Sornette πŸ“‚ Article πŸ“… 2005 πŸ› Elsevier Science 🌐 English βš– 563 KB

Since August 2000, the stock market in the USA as well as most other western markets have depreciated almost in synchrony according to complex patterns of drops and local rebounds. In (Quantitative Finance 2 (2002) 468), we have proposed to describe this phenomenon using the concept of a log-periodi