Evidence on the speed of convergence to market efficiency

Chordia, Tarun, Roll, Richard and Subrahmanyam, Avanidhar 2005, Evidence on the speed of convergence to market efficiency, Journal of financial economics, vol. 76, no. 2, pp. 271-292, doi: 10.1016/j.jfineco.2004.06.004.

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Title Evidence on the speed of convergence to market efficiency
Author(s) Chordia, Tarun
Roll, Richard
Subrahmanyam, Avanidhar
Journal name Journal of financial economics
Volume number 76
Issue number 2
Start page 271
End page 292
Total pages 22
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2005-05
ISSN 0304-405X
Keyword(s) Serial dependence
Market efficiency
Speed of convergence
Language eng
DOI 10.1016/j.jfineco.2004.06.004
Field of Research 1502 Banking, Finance And Investment
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2005, Elsevier B.V.
Persistent URL http://hdl.handle.net/10536/DRO/DU:30098962

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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