The Sensitivity of the Efficient Market Hypothesis to Alternative Specifications of the Market Model

• 1 September 1979
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 34  (4) , 915-929
• https://doi.org/10.2307/2327056

Abstract

Keywords

• ALTERNATIVE SPECIFICATIONS
• EFFICIENT MARKET
• MARKET HYPOTHESIS
• MARKET MODEL
• SENSITIVITY

All Related Versions

• Version 1, RePEc (Unconfirmed version)