How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis

  1. Reboredo, J.C.
  2. Rivera-Castro, M.A.
  3. Miranda, J.G.V.
  4. García-Rubio, R.
Journal:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Year of publication: 2013

Volume: 392

Issue: 7

Pages: 1631-1637

Type: Article

DOI: 10.1016/J.PHYSA.2012.11.038 GOOGLE SCHOLAR