A guide on empirical tests of the EMH
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DOI: 10.1108/RAF-02-2016-0031
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Cited by:
- Francisco Salas-Molina & David Pla-Santamaria & Fernando Mayor-Vitoria & Maria Luisa Vercher-Ferrandiz, 2021. "A Multicriteria Extension of the Efficient Market Hypothesis," Mathematics, MDPI, vol. 9(6), pages 1-16, March.
- Oliveira, Alexandre Silva de & Ceretta, Paulo Sergio & Albrecht, Peter, 2023. "Performance comparison of multifractal techniques and artificial neural networks in the construction of investment portfolios," Finance Research Letters, Elsevier, vol. 55(PA).
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Keywords
EMH; Financial market anomalies; Joint hypothesis problem;All these keywords.
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