What Proportion of Time is a Particular Market Inefficient?...

What Proportion of Time is a Particular Market Inefficient? … A Method for Analysing the Frequency of Market Efficiency when Equity Prices Follow Threshold Autoregressions

Ahmed, Muhammad Farid, Satchell, Stephen
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Volume:
10
Language:
english
Journal:
Journal of Time Series Econometrics
DOI:
10.1515/jtse-2016-0021
File:
PDF, 459 KB
english
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