The evolution of market efficiency: 103 Years daily data of the dow

Review of Quantitative Finance and Accounting

Volumn 18, Issue 3, 2002, Pages 219-237

  Gu, Anthony Yanxiang ^a   Finnerty, Joseph ^b  

^a STATE UNIVERSITY OF NEW YORK   (United States)

^b UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Autocorrelation; Evolution; Market efficiency

Indexed keywords

EID: 0013271303     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/A:1015300817043     Document Type: Article

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