✦ LIBER ✦

Test of market efficiencies using experimental electronic markets

✍ Scribed by Y.Alex Tung; James R. Marsden

Book ID: 117320146
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 503 KB
Volume: 41
Category: Article
ISSN: 0148-2963
DOI: 10.1016/s0148-2963(97)00003-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Market efficiency of US grain markets: A

Market efficiency of US grain markets: Application of cointegration tests

✍ Jian Yang; David J. Leatham 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 75 KB

This study examines the market efficiency hypothesis of US major grain markets. Cointegration among grain spot prices is argued to violate the weak form of the efficient market hypothesis (EMH). Bivariate and multivariate Johansen cointegration analyses are conducted and prove no presence of cointeg

Using survey data to test market efficie

Using survey data to test market efficiency in the foreign exchange markets

✍ P. C. Liu; G. S. Maddala 📂 Article 📅 1992 🏛 Springer-Verlag 🌐 English ⚖ 827 KB

Exchange Market Efficiency: A Semi-Stron

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

✍ Andrew K. Rose and Jack G. Selody 📂 Article 📅 1984 🏛 MIT Press 🌐 English ⚖ 225 KB

Stock Market Panics: A Test of the Effic

Stock Market Panics: A Test of the Efficient Market Hypothesis

✍ Edward F. Renshaw 📂 Article 📅 1984 🏛 CFA Institute 🌐 English ⚖ 905 KB

Testing roundwood market efficiency usin

Testing roundwood market efficiency using a multivariate cointegration estimator

✍ Ståle Størdal; Anders Q. Nyrud 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 215 KB

Testing Market Efficiency: Evidence From

Testing Market Efficiency: Evidence From The NFL Sports Betting Market

✍ PHILIP K. GRAY; STEPHEN F. GRAY 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 824 KB