Evidence on the speed of convergence to market efficiency

Journal of Financial Economics

Volumn 76, Issue 2, 2005, Pages 271-292

  Chordia, Tarun ^a   Roll, Richard ^b   Subrahmanyam, Avanidhar ^b  

^a EMORY UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Market efficiency; Serial dependence; Speed of convergence

Indexed keywords

EID: 16844374315     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2004.06.004     Document Type: Article

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