Cargando…
On equity market inefficiency during the COVID-19 pandemic
We show that during the weeks following the initiation of the COVID-19 pandemic, the United States equity market was inefficient. This is demonstrated by showing that utility maximizing agents over the time period ranging from mid-February to late March 2020 can generate statistically significant pr...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2021
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759836/ https://www.ncbi.nlm.nih.gov/pubmed/36570865 http://dx.doi.org/10.1016/j.irfa.2021.101820 |