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Contribution to Book
Volatility
Handbooks in Operations Research and Management Science (1995)
  • Douglas G Steigerwald, University of California, Santa Barbara
  • Stephen LeRoy
Abstract
How should one determine if capital markets are efficient? We examine the statistical foundations of tests of efficiency.
Keywords
  • efficient capital markets,
  • volatility
Publication Date
1995
Editor
Robert Jarrow, Vojislav Maksimovic and William Ziemba
Publisher
North-Holland
Series
Finance
Citation Information
Douglas G Steigerwald and Stephen LeRoy. "Volatility" Handbooks in Operations Research and Management Science Vol. 9 (1995)
Available at: http://works.bepress.com/douglas_steigerwald/23/