A note on: an early warning system for market inefficiency

Violation of the efficient market hypothesis (EMH) in a specific market may lead to construction of bubbles which is a signal of inefficiencies. Although speculative bubbles soon decay, if they exist for a long time, they will lead to financial crises. Early warning systems (EWSs) are designed to qu...

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Bibliographische Detailangaben

Veröffentlicht in:	E-finanse 2020-12, Vol.16 (4), p.35-41
1. Verfasser:	Habibi, Reza
Format:	Artikel
Sprache:	eng
Schlagworte:	ARTA EMH EWS G21 Least square Market inefficiencies Martingale Probability index Regression model
Online-Zugang:	Volltext
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