Testing the efficiency-capm joint hypothesis in the bovespa
Market efficiency implies stock prices fully reflect all publicly available information instantaneously and, thus, no investment strategies can systematically earn abnormal returns. However, market efficiency per se is not testable. In order to analyze whether a stock market is efficient we have to...
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| Autores principales: | , , |
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| Formato: | Artículo |
| Lenguaje: | inglés |
| Publicado: |
2017
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| Materias: | |
| Acceso en línea: | https://dialnet.unirioja.es/servlet/oaiart?codigo=10187023 |
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