How Is the Market Efficient?
Stuart School of Business research presentation by: Seun Youn Cha, Stuart Ph.D. student
How Is the Market Efficient?
- Seun Youn Cha, Stuart Ph.D. student
Abstract:
Market effectiveness in itself is a notion that combines statistical process control theory with the efficient market hypothesis. By combining the notion of an intensity measure on information processing, with the notion of effectiveness at a certain level, this research seeks to make a statistical measure of efficiency that can be used to answer important questions of how a market is efficient and whether policies or participants enhance or detract for the provision of efficient pricing to the marker.
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