| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153993 | Statistics & Probability Letters | 2007 | 7 Pages |
Abstract
An alternative definition for market efficiency, based on statistical rather than financial arguments is suggested, which, though equivalent with the existing one, has some comparative advantages. Further, the implications that results from some statistical tests on return predictability may have for market efficiency are discussed.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alexandros E. Milionis,