Testing the martingale hypothesis for gross returns (2016)

First Author: Linton O
Attributed to:  The Centre for Microdata Methods and Practice funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jempfin.2016.02.010

Publication URI: http://dx.doi.org/10.1016/j.jempfin.2016.02.010

Type: Journal Article/Review

Parent Publication: Journal of Empirical Finance