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Statistics and Probability Letters

Volumn 77, Issue 6, 2007, Pages 607-613

Efficient capital markets: A statistical definition and comments

(1) Milionis, Alexandros E a

a UNIVERSITY OF THE AEGEAN (Greece)

Author keywords

Market efficiency; Market efficiency in the presence of GARCH M models; Return predictability; Serial correlation in stock returns

Indexed keywords

EID: 33847014052 PISSN: 01677152 EISSN: None Source Type: Journal
DOI: 10.1016/j.spl.2006.09.007 Document Type: Article

Times cited : (8)

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