Concepedia

The adaptive market hypothesis in the high frequency cryptocurrency market

Jeffrey Chu, Yuanyuan Zhang, Stephen Chan

International Review of Financial Analysis · 2019 · 138 citations · 38 references

DOI

Concepts

References

38

R: A Language and Environment for Statistical Computing

R Core Team · 2000 · 353K citations · Full text

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Distribution of the Estimators for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 23K citations · Full text

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On a measure of lack of fit in time series models

Greta M. Ljung, George E. P. Box · Biometrika · 1978 · 6K citations

, , +14

On the Impossibility of Informationally Efficient Markets

Sanford J. Grossman · RePEc: Research Papers in Economics · 1980 · 5.3K citations

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On the Impossibility of Informationally Efficient Markets

Joseph E. Stiglitz, Sanford J. Grossman · Columbia Academic Commons (Columbia University) · 1980 · 3.7K citations · Full text

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