The influence of liquidity on informational efficiency: The case of the Thai Stock Market-Reference-Cited by-同舟云学术

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The influence of liquidity on informational efficiency: The case of the Thai Stock Market

Published:2011-11 Issue:23-24 Volume:390 Page:4426-4432
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Bariviera Aurelio Fernández

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference31 articles.

1. Théorie de la spéculation;Bachelier;Annales scientifiques de l’École Normale Supérieure,1900

2. The Random Character of Stock Market Prices;Cootner,1967

3. Proof that properly anticipated prices fluctuate randomly;Samuelson;Industrial Management Review,1965

4. Foundations of Finance : Portfolio Decisions and Securities Prices;Fama,1976

5. Stock-market “pattern” and financial analysis: methodological suggestions;Roberts;The Journal of Finance,1959

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