Kihlstrom, R. E. and Wachter, M. L. (2005) Why Defer to Managers? A Strong-form Efficiency Model, unpublished working paper, University of Pennsylvania.Kihlstrom, Richard E. and Michael L. Wachter, 2005, "Why Defer to Managers? A Strong-Form E¢ ciency Model," University of ...
强型效率(strong-form efficiency) 相关知识点: 试题来源: 解析 答:强型效率是指现行证券价格反映了所有公开或未公开的信息,或者说所有公开或未公开的信息对证券价 格的变动没有任何影响,不管是公开发表的信息还是内幕信息,都不能被用来谋取超额利润。显然,强型效率市 场是一个极端的假设,是证券市场效率的最高...
百度试题 题目6.强型效率( strong- form efficiency) 相关知识点: 试题来源: 解析反馈 收藏
strong form efficiency专业释义 <证券> 强势效应词条提问 欢迎你对此术语进行提问>> 行业词表 石油纺织轻工业造纸采矿信息学农业冶金化学医学医药地理地质外贸建筑心理学数学机械核能汽车海事消防物理生物学电力电子金融财会证券法律管理经贸人名药名解剖学胚胎学生理学药学遗传学中医印刷商业商务大气科学天文岩土工程测绘土木...
Definition:The semi-strong form efficiency is a type of efficient market hypothesis (EMH), which holds that security prices adjust quickly to newly available information, thus eliminating the use of fundamental or technical analysis to achieving a higher return. ...
(2)半强型效率(semi-strong-form efficiency),又称次强型效率市场,是证券市场效率的中等程度,半强型效率认为与公司前景有 …wiki.mbalib.com|基于8个网页 2. 半强式有效市场 ...(weak-form efficiency);2、半强式有效市场(semi-strong-form efficiency);3、强式有效市场(strong-form efficien…songsanjiang....
百度试题 题目半强型效率(semi strong-form efficiency) 相关知识点: 试题来源: 解析 答:半强型效率是指现行证券价格反映了全部已公开的信息,或者说全部已公开的信息对证券价格的变动没 有任何影响,这种是证券市场效率的中等程度。反馈 收藏
This paper analyses the strong form efficiency of the capital market in Namibia using the autoregressive conditional heteroscedasticity and general autoregressive conditional heteroscedasticity modelling techniques. These tests were applied on the monthly data for the period covering the year 1997 to 2012. ...
A non-parametric assessment of weak-form efficiency in the UAE financial markets This paper tests for market efficiency in the represented sectors of the Dubai Financial Market (DFM) and the Abu Dhabi Securities Market (ADSM). Using dai... J Squalli - 《Applied Financial Economics》 被引量:...
EMH is influential throughout financial research, but can fall short in application. For example, the 2008Financial Crisiscalled into question many theoretical market approaches for their lack of practical perspective. If all EMH assumptions had held, then the housing bubble and subsequent crash would...