TESTING THE EFFICIENT MARKETS HYPOTHESIS ON AVERAGED DATA

被引：13

作者：

GILBERT, CL

机构：

来源：

关键词：

D O I：

10.1080/00036848600000069

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1149 / 1166

页数：18

共 28 条

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[6] TESTS OF RATIONAL-EXPECTATIONS IN THE FORWARD EXCHANGE MARKET [J].

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[7]

FRENKEL JA, 1980, AM ECON REV, V70, P235

[8]

FRENKEL JA, 1977, AM ECON REV, V67, P653

[9]

GILBERT CL, 1985, COLUMBIA FUTURES CTR

[10]

GILBERT CL, 1985, METAL MARKET EFFICIE