IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-04085556.html
   My bibliography  Save this paper

Qu’est-ce que l’Efficience informationnelle des marchés financiers ?

Author

Listed:
  • Souad Lajili Jarjir

    (CEREFIGE - Centre Européen de Recherche en Economie Financière et Gestion des Entreprises - UL - Université de Lorraine)

Abstract

Un marché efficient est un marché dans lequel le prix des titres financiers reflète à tout moment toute l'information pertinente disponible. Il y a trois degrés d'efficience selon (1) la capacité à prévoir les cours futurs, (2) la réponse des marchés à des évènements ponctuels et (3) l'influence des informations privilégiées sur le marché. L'efficience informationnelle est l'hypothèse la plus testée en finance. Les « anomalies » remettent en cause l'efficience informationnelle des marchés financiers.

Suggested Citation

  • Souad Lajili Jarjir, 2021. "Qu’est-ce que l’Efficience informationnelle des marchés financiers ?," Post-Print hal-04085556, HAL.
    • Handle: RePEc:hal:journl:hal-04085556
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-04085556. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.