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TESTING MARKET EFFICIENCY VIA DECOMPOSITION OF STOCK RETURN. APPLICATION TO ROMANIAN CAPITAL MARKET

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References

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Cited by

2009THE DEVELOPMENT OF THE ROMANIAN CAPITAL MARKET: EVIDENCES ON INFORMATION EFFICIENCY33 cited
2009TESTING THE EFFICIENCY MARKET HYPOTHESIS FOR THE ROMANIAN STOCK MARKET27 cited
2009MODELING HEAVY-TAILED STOCK INDEX RETURNS USING THE GENERALIZED HYPERBOLIC DISTRIBUTION26 cited

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