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.
Aldizkaria:
Physica A: Statistical Mechanics and its Applications

ISSN: 0378-4371

Argitalpen urtea: 2013

Alea: 392

Zenbakia: 7

Orrialdeak: 1631-1637

Mota: Artikulua

DOI: 10.1016/J.PHYSA.2012.11.038 GOOGLE SCHOLAR