Search for dissertations about: "Gun-Ho Cha"

Found 1 swedish dissertation containing the words Gun-Ho Cha.

2. 1. Reappraisal of market efficiency tests arising from nonlinear dependence, fractals, and dynamical systems theory

   Author : Gun-Ho Cha; Handelshögskolan i Stockholm; []
   Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

   Abstract : The efficient market hypothesis (EMH) has long been perceived as the cornerstone of modern finance theory. However, the EMH has also recently been dismissed as "the most remarkable error in the history of economic theory" (Wall Street Journal, Oct. 23. 1987). READ MORE