The evolution of stock market efficiency over time: A survey of the empirical literature

Journal of Economic Surveys

Volumn 25, Issue 1, 2011, Pages 69-108

  Lim, Kian Ping ^a,b   Brooks, Robert ^b  

^a UNIVERSITI MALAYSIA SABAH   (Malaysia)

^b MONASH UNIVERSITY   (Australia)

Author keywords

Adaptive markets hypothesis (AMH); Efficient markets hypothesis (EMH); Evolving return predictability; Stock markets; Weak form EMH

Indexed keywords

ECONOMETRICS; EFFICIENCY MEASUREMENT; EMPIRICAL ANALYSIS; HYPOTHESIS TESTING; NUMERICAL MODEL; PARAMETERIZATION; PREDICTION; STOCK MARKET;

EID: 78651415603     PISSN: 09500804     EISSN: 14676419     Source Type: Journal    
DOI: 10.1111/j.1467-6419.2009.00611.x     Document Type: Article

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