A quantitative description for efficient financial markets

Eero Immonen

Research output: Contribution to journalArticleScientificpeer-review

4 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)171–181
Number of pages11
JournalPhysica A: Statistical Mechanics and its Applications
Volume433
DOIs
Publication statusPublished - 2015
MoE publication typeA1 Journal article-refereed

Keywords

  • Asset value dynamics
  • Efficient market hypothesis
  • Internal model principle
  • Tatonnenent
  • Value discovery

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