The ex ante efficiency of Australian Stock Market benchmarks
Ante efficiency of Australian benchmark portfolios from 1980-1996 - performance evaluation benchmarks were found to be ex ante inefficient when unrestricted short selling was allowed - when short selling was restricted, ex ante efficiency of benchmarks could not be rejected - mining, resource and pr...
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Published in | Australian journal of management Vol. 25; no. 1; pp. 1 - 15 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
London, England
SAGE Publications
01.06.2000
Sage Publications Ltd |
Subjects | |
Online Access | Get full text |
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