Decision Sciences
4 years ago

Only 22% of US firms have stable stock prices, study finds.

2 views
RePEc: Research Papers in Economics
The efficient market hypothesis re-visited: new evidence from 100 US firms
Ruipeng Liu, Paresh Kumar Narayan

Paper Summary

The article tests if stock prices of 100 US firms follow the efficient market hypothesis. A special model is used to analyze the data, which shows that only 22% of the firms have stable stock prices.

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