Testing the efficient market hypothesis in Latin American stock markets-Reference-Cited by-同舟云学术

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Testing the efficient market hypothesis in Latin American stock markets

Published:2020-02 Issue: Volume:540 Page:123082
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:

Sánchez-Granero M.A.,Balladares K.A.,Ramos-Requena J.P.,Trinidad-Segovia J.E.

Funder

Ministerio de Ciencia e Innovación

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference61 articles.

1. The Random Character of Stock Market Prices;Cootner,1964

2. Proof that properly anticipated prices fluctuate randomly;Samuelson;Ind. Manag. Rev.,1965

3. The behavior of stock-market prices;Fama;J. Bus.,1965

4. The Econometrics of Financial Markets;Campbell,1997

5. On the impossibility of informationally efficient markets;Grossman;Am. Econ. Rev.,1980

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