✦ LIBER ✦

Testing market efficiency using statistical arbitrage with applications to momentum and value strategies

✍ Scribed by Steve Hogan; Robert Jarrow; Melvyn Teo; Mitch Warachka

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing the efficient market hypothesis

✍ Dockery, E.; Kavussanos, M. G. 📂 Article 📅 1996 🏛 Taylor and Francis Group 🌐 English ⚖ 86 KB

A Test for Market Power Using Marginal I

✍ Muth, M. K.; Wohlgenant, M. K. 📂 Article 📅 1999 🏛 Oxford University Press 🌐 English ⚖ 476 KB

Efficient Modeling and Control of Large-

✍ Mohammadpour, Javad; Grigoriadis, Karolos M. 📂 Article 📅 2010 🏛 Springer US ⚖ 624 KB