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Market efficiency, long-term returns, and behavioral finance

โœ Scribed by Eugene F. Fama

Book ID
114221600
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
134 KB
Volume
49
Category
Article
ISSN
0304-405X

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## Abstract A lot of recent work has addressed the issue of the presence of long memory components in stock prices because of the controversial implications of such a finding for market efficiency and for martingale models of asset prices used in financial economics and technical trading rules used