Asset pricing in an inefficient market
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Webb, Robert I | ko |
| dc.date.accessioned | 2013-02-25T19:40:55Z | - |
| dc.date.available | 2013-02-25T19:40:55Z | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.issued | 1990-10 | - |
| dc.identifier.citation | ECONOMIC MODELLING, v.7, no.4, pp.395 - 399 | - |
| dc.identifier.issn | 0264-9993 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/64773 | - |
| dc.description.abstract | A number of recent studies suggest that the hypothesis of informationally efficient capital markets may be incorrect. This has led Shiller [19] to propose integrating modern financial theory with behavioural alternatives. Whether markets are informationally efficient or not, valid models of asset pricing must explain the observed time series behaviour of changes in speculative prices. It is shown that this requirement severely restricts the class of possible models of asset pricing in an informationally inefficient capital market. © 1990. | - |
| dc.language | English | - |
| dc.publisher | Elsevier | - |
| dc.title | Asset pricing in an inefficient market | - |
| dc.type | Article | - |
| dc.identifier.scopusid | 2-s2.0-44949289467 | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 7 | - |
| dc.citation.issue | 4 | - |
| dc.citation.beginningpage | 395 | - |
| dc.citation.endingpage | 399 | - |
| dc.citation.publicationname | ECONOMIC MODELLING | - |
| dc.contributor.localauthor | Webb, Robert I | - |
| dc.subject.keywordAuthor | Asset pricing | - |
| dc.subject.keywordAuthor | Inefficient markets | - |
| dc.subject.keywordAuthor | Time series analysis | - |
- Appears in Collection
- MT-Journal Papers(저널논문)
- Files in This Item
- There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.