The Use of Volatility Measures in Assessing Market Efficiency

• 1 May 1981
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 36  (2) , 291
• https://doi.org/10.2307/2327010

Abstract

Keywords

• VOLATILITY MEASURES
• ASSESSING MARKET
• MARKET EFFICIENCY
• USE OF VOLATILITY

All Related Versions

• Version 1, RePEc (Unconfirmed version)