期刊论文详细信息
| Dyna | |
| Testing the efficiency market hypothesis for the Colombian stock market | |
| Juan Benjamín Duarte-Duarte1 Katherine Julieth Sierra-Suárez1 Juan Manuel Mascareñas Pérez-Iñigo1 | |
| 关键词: Efficient-market hypothesis; random walk; auto-regression; run test; BDS test; LB test and Bartlett test.; | |
| DOI : | |
| 来源: Universidad Nacional de Colombia | |
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【 摘 要 】
Oneofthebasicassumptionsofassetpricingmodels(CAPMandAPT)istheefficiencyofmarkets.Thispaperseekstoprovethisrequirementinitsweakform...
【 授权许可】
Unknown
【 预 览 】
| Files | Size | Format | View |
|---|---|---|---|
| RO201912090736250ZK.pdf | 600KB |  download |
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