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An alternative measure of the “world market portfolio”: Determinants, efficiency, and information content

✍ Scribed by Ephraim Clark; Konstantinos Kassimatis

Book ID
116659127
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
271 KB
Volume
30
Category
Article
ISSN
0261-5606

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fficient market prices, according to Fama, "always reflect all available infor-E mation" (1970, p. 383). Competitive conditions will force the price to adjust instantaneously to any new piece of information so that all the available information is reflected in present prices. Only "news" or the arri