IEEE - Institute of Electrical and Electronics Engineers, Inc. - A test of quantitative models on the efficiency of American stock markets

IEEE Systems and Information Engineering Design Symposium (SIEDS 2008)

Author(s): M.J. Ledwith ; G.M. Davis
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 April 2008
Conference Location: Charlottesville, VA, USA
Conference Date: 25 April 2008
Page(s): 190 - 194
ISBN (CD): 978-1-4244-2366-8
ISBN (Paper): 978-1-4244-2365-1
DOI: 10.1109/SIEDS.2008.4559709
Regular:

This project examined how one should invest in American stock markets by challenging the semi-strong form of the efficient market hypothesis. Its semi-strong form states that the price of any... View More

Advertisement