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Stochastic Frontier Model Approach for Measuring Stock Market Efficiency with Different Distributions
The stock market is considered essential for economic growth and expected to contribute to improved productivity. An efficient pricing mechanism of the stock market can be a driving force for channeling savings into profitable investments and thus facilitating optimal allocation of capital. This stu...
Autores principales: | , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Public Library of Science
2012
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3355172/ https://www.ncbi.nlm.nih.gov/pubmed/22629352 http://dx.doi.org/10.1371/journal.pone.0037047 |