A comparative analysis of gold market efficiency using derivative market information
Author:
Publisher
Elsevier BV
Subject
Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science
Reference5 articles.
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2. ‘Permanent and temporary components of stock prices’;Fama;Journal of Political Economy,1988
3. ‘Stock market prices do not follow random walks: evidence from a simple specification test’;Lo;Review of Financial Studies,1988
4. ‘Stock market variances: the arrival of information and reaction of traders’;French;Journal of Financial Economics,1986
5. ‘Evidence of predictable behaviour of security returns’;Jegadeesh;Journal of Finance,1990
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