NONSTATIONARITY OF BETA AND TESTS OF MARKET-EFFICIENCY

被引：6

|

作者：

MCDONALD, B

NICHOLS, WD

机构：

来源：

JOURNAL OF FINANCIAL RESEARCH | 1984年 / 7卷 / 04期

关键词：

D O I：

10.1111/j.1475-6803.1984.tb00383.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：315 / 322

页数：8

相关论文

共 50 条

[21] THE MODEL DEPENDENCE OF RELATIVE MEAN-SQUARE ERROR TESTS FOR MARKET-EFFICIENCY
JOERDING, W
JOURNAL OF ECONOMICS AND BUSINESS, 1986, 38 (03) : 227 - 236
[22] RATIONALITY OF SURVEY DATA AND TESTS FOR MARKET-EFFICIENCY IN THE FOREIGN-EXCHANGE MARKETS
LIU, PC
MADDALA, GS
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1992, 11 (04) : 366 - 381
[23] EXCHANGE-RATE MARKET-EFFICIENCY - FURTHER EVIDENCE FROM COINTEGRATION TESTS
UKPOLO, V
APPLIED ECONOMICS LETTERS, 1995, 2 (06): : 196 - 198
[24] COINTEGRATION-BASED TESTS OF DAILY FOREIGN-EXCHANGE MARKET-EFFICIENCY
COLEMAN, M
ECONOMICS LETTERS, 1990, 32 (01) : 53 - 59
[25] FORWARD MARKET-EFFICIENCY FOR COFFEE AND CACAO
SABUHORO, JB
LARUE, B
CANADIAN JOURNAL OF AGRICULTURAL ECONOMICS-REVUE CANADIENNE D ECONOMIE RURALE, 1994, 42 (04): : 592 - 592
[26] ON THE REAL-ESTATE MARKET-EFFICIENCY
DARRAT, AF
GLASCOCK, JL
JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 1993, 7 (01): : 55 - 72
[27] TESTING FUTURES MARKET-EFFICIENCY - A RESTATEMENT
MABERLY, ED
JOURNAL OF FUTURES MARKETS, 1985, 5 (03) : 425 - 432
[28] MARKET-EFFICIENCY AND LEGAL LIABILITY - REPLY
ANDERSON, JA
STPIERRE, KE
ACCOUNTING REVIEW, 1983, 58 (04): : 833 - 836
[29] TOWARD MEASUREMENT OF CONSUMER MARKET-EFFICIENCY
GASKI, JF
ADVANCES IN CONSUMER RESEARCH, 1987, 14 : 314 - 318
[30] A TEST OF MARKET-EFFICIENCY IN GOVERNMENT BONDS
CONROY, RM
RENDLEMAN, RJ
JOURNAL OF PORTFOLIO MANAGEMENT, 1987, 13 (04): : 57 - 64

← 1 2 3 4 5 →