Title of article
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies
Author/Authors
Steve Hogan، نويسنده , , Robert Jarrow، نويسنده , , Melvyn Teo، نويسنده , , Mitch Warachka، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
41
From page
525
To page
565
Keywords
Market efficiency , Value , Statistical arbitrage , momentum
Journal title
Journal of Financial Economics
Serial Year
2004
Journal title
Journal of Financial Economics
Record number
257697
Link To Document