The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach
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- Mikio Ito & Akihiko Noda & Tatsuma Wada, 2016. "The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach," Applied Economics, Taylor & Francis Journals, vol. 48(7), pages 621-635, February.
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This paper has been announced in the following NEP Reports:- NEP-CWA-2012-02-15 (Central and Western Asia)
- NEP-ETS-2012-02-15 (Econometric Time Series)
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