Measuring the degree of time varying market inefficiency

Economics Letters - Tập 103 - Trang 62-64 - 2009
Mikio Ito1, Shunsuke Sugiyama2
1Faculty of Economics, Keio University, 2-15-45, Mita Minato-ku, Tokyo, 108-8345, Japan
2Graduate School of Economics, Keio University, 2-15-45 Mita, Minato-ku, Tokyo 108-8345, Japan