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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...

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Detalles Bibliográficos
Autores principales: Hasan, Md. Zobaer, Kamil, Anton Abdulbasah, Mustafa, Adli, Baten, Md. Azizul
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2012
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