The long-horizon returns behaviour of the Portuguese stock market1
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- Ana Rita Gonzaga & Helder Sebastião, 2011. "As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação," GEMF Working Papers 2012-02, GEMF, Faculty of Economics, University of Coimbra.
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KeywordsMarket Efficiency; Stock Market Anomalies; Statistical Simulation Methods; Monte Carlo Methods;
StatisticsAccess and download statistics
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