TESTING THE EFFICIENT MARKET HYPOTHESIS WITHOUT ASSUMPTIONS

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SOUNDERS E.M.

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Journal Paper

Paper Information

Journal: JOURNAL OF PORTFOLIO MANAGEMENT Year:1994 | Volume:20 | Issue:4 Page(s): 28-30

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Information Journal Paper

Title

TESTING THE EFFICIENT MARKET HYPOTHESIS WITHOUT ASSUMPTIONS

Author(s)

SOUNDERS E.M. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

INTRODUCING A PREDICTION MODEL IN TOTAL STOCK PRICE INDEX USING NEURAL NETWORKS APPROACH (CASE STUDY: TEHRAN STOCK EXCHANGE)

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APA: Copy

SOUNDERS, E.M.. (1994). TESTING THE EFFICIENT MARKET HYPOTHESIS WITHOUT ASSUMPTIONS. JOURNAL OF PORTFOLIO MANAGEMENT, 20(4), 28-30. SID. https://sid.ir/paper/609154/en

Vancouver: Copy

SOUNDERS E.M.. TESTING THE EFFICIENT MARKET HYPOTHESIS WITHOUT ASSUMPTIONS. JOURNAL OF PORTFOLIO MANAGEMENT[Internet]. 1994;20(4):28-30. Available from: https://sid.ir/paper/609154/en

IEEE: Copy

E.M. SOUNDERS, “TESTING THE EFFICIENT MARKET HYPOTHESIS WITHOUT ASSUMPTIONS,” JOURNAL OF PORTFOLIO MANAGEMENT, vol. 20, no. 4, pp. 28–30, 1994, [Online]. Available: https://sid.ir/paper/609154/en

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