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Historical Impulse Response of Return Analysis Shows Information Technology Improves Stock Market Efficiency

By William Leigh and Russell Purvis

Abstract

diffusion, econophysics, stock market as information syste

Topics: empirical impulse response function, impact of information technology, market efficiency, information
Year: 2007
OAI identifier: oai:CiteSeerX.psu:10.1.1.180.8792
Provided by: CiteSeerX
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