The Behaviour of UK Stock Prices and Returns: is the Market Efficient?

• 1 July 1997
• journal article
• Published by Oxford University Press (OUP) in The Economic Journal
• Vol. 107  (443) , 986-1008
• https://doi.org/10.1111/1468-0297.00202

Abstract

Keywords

• MARKET EFFICIENCY
• CONDITIONAL EXPECTATION
• RISK PREMIUM