Testing the martingale hypothesis for gross returns (2016)
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