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• W2073467696 abstract "Based on the recent developments in market microstructure and applications of nonlinear dynamics and chaos theory to financial time series, the subsequent article questions the validity of traditional methods used to test the efficient market hypothesis. In particular, it emphasizes the invalidity of unit roots tests since they are not predictability tests." @default.
• W2073467696 created "2016-06-24" @default.
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• W2073467696 date "2006-04-15" @default.
• W2073467696 modified "2023-09-27" @default.
• W2073467696 title "On the validity of conventional statistical tests given evidence of non-synchronous trading and non-linear dynamics in returns generating process" @default.
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• W2073467696 doi "https://doi.org/10.1080/13504850500393402" @default.
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