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Exchange Market Efficiency: A Semi-Strong Test Using Multiple Markets and Daily Data

✍ Scribed by Andrew K. Rose and Jack G. Selody

Book ID
125763951
Publisher
MIT Press
Year
1984
Tongue
English
Weight
225 KB
Volume
66
Category
Article
ISSN
0034-6535

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A semi-strong test of the efficiency of
A semi-strong test of the efficiency of the aluminum and copper markets at the LME
✍ Mr. Martin Gross πŸ“‚ Article πŸ“… 1988 πŸ› John Wiley and Sons 🌐 English βš– 719 KB

market is defined to be efficient if there exists no profitable trading strategy. This has to hold even if all currently available information about the market (excluding inside information) has been skillfully used. The question of whether or not a market satisfies this criterion is of considerable