Work

The Evolution of Market Efficiency: 103 Years Daily Data of the Dow

Year: 2002

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1023/a:1015300817043

Authors: Anthony Yanxiang Gu, Joseph Finnerty

Institutions: State University of New York, SUNY Geneseo, University of Illinois Urbana-Champaign

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1552091276

FWCI: 1.642

Cites: 27

Cited by: 50

Related to: 10