Multiple patterns in the dynamics of a stock market model
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DOI: 10.1007/BF02095124
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References listed on IDEAS
- Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
- Figlewski, Stephen C, 1978. "Market "Efficiency" in a Market with Heterogeneous Information," Journal of Political Economy, University of Chicago Press, vol. 86(4), pages 581-597, August.
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