More evidence against the random walk hypothesis: exchange-traded funds (etfs) market and volatility trading
Auteur :
Jiang, Shunxin
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789814641050
Date de publication :
26 mars 2015
Langue :
Anglais
Pays d'origine :
Singapour
This volume provides more evidence against the Random Walk Hypothesis and offers insights into market inefficiency through systematically trading exchange-traded funds (ETFs).