scholarly journals The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach

2015 ◽  
Vol 48 (7) ◽  
pp. 621-635 ◽  
Author(s):  
Mikio Ito ◽  
Akihiko Noda ◽  
Tatsuma Wada
Keyword(s):  
Stock Market ◽  
Market Efficiency ◽  
Time Varying ◽  
The Us ◽  
Stock Market Efficiency ◽  
Model Approach

scholarly journals International stock market efficiency: a non-Bayesian time-varying model approach

2014 ◽  
Vol 46 (23) ◽  
pp. 2744-2754 ◽  
Author(s):  
Mikio Ito ◽  
Akihiko Noda ◽  
Tatsuma Wada
Keyword(s):  
Stock Market ◽  
Market Efficiency ◽  
Time Varying ◽  
Stock Market Efficiency ◽  
Model Approach

scholarly journals Stochastic Frontier Model Approach for Measuring Stock Market Efficiency with Different Distributions

PLoS ONE ◽  
2012 ◽  
Vol 7 (5) ◽  
pp. e37047 ◽  
Author(s):  
Md. Zobaer Hasan ◽  
Anton Abdulbasah Kamil ◽  
Adli Mustafa ◽  
Md. Azizul Baten
Keyword(s):  
Stock Market ◽  
Market Efficiency ◽  
Stochastic Frontier ◽  
Stochastic Frontier Model ◽  
Stock Market Efficiency ◽  
Model Approach

Does the UK Stock Market Overreact? Some Further Evidence for Stock Market Efficiency

2005 ◽  
Author(s):  
Arief Daynes ◽  
Panagiotis Andrikopoulos ◽  
David Latimer ◽  
Paraskevas Pagas
Keyword(s):  
Stock Market ◽  
Market Efficiency ◽  
Stock Market Efficiency ◽  
The Uk
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