"How Is The Stock Market Doing?" Using Absence Of Arbitrage To Measure Stock Market Performance
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KeywordsAbsence of arbitrage; rational security price; S&P 500; detrending; C10; C20; G10; G17;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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