Beating the market? A mathematical puzzle for market efficiency
Work
Year: 2021
Type: article
Abstract: The efficient market hypothesis is highly discussed in economic literature. In its strongest form, it states that there are no price trends. When weakening the non-trending assumption to arbitrary sh... more
Author Michael Heinrich Baumann
Institution University of Bayreuth
Cites: 94
Cited by: 4
Related to: 10
FWCI: 0.793
Citation percentile (by year/subfield): 77.06
Subfield: Finance
Domain: Social Sciences
Open Access status: hybrid
APC paid (est): $2,890
Funder Hanns-Seidel-Stiftung