Open AccessStock returns and calendar anomalies on the London Stock Exchange in the dynamic perspective of the Adaptive Market Hypothesis: A study of FTSE100 & FTSE250 indices over a ten year period
Author(s) -
Lucrezia Rosini,
Vijay Shenai
Publication year - 2020
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2020006
Subject(s) - inefficiency , stock exchange , stock (firearms) , stock market , economics , financial economics , econometrics , stock market index , monetary economics , finance , geography , microeconomics , context (archaeology) , archaeology
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