Global and local information efficiency: An examination of samuelson's dictum

Yaqing Xiao; Hongjun Yan; Jinfan Zhang

doi:10.1016/j.jempfin.2024.101500

Global and local information efficiency: An examination of samuelson's dictum

Yaqing Xiao
, Hongjun Yan
, Jinfan Zhang

Driehaus College of Business and Kellstadt Graduate School of Business

Capital University of EcoNomics and Business
DePaul University
Chinese University of Hong Kong (Shenzhen)

Research output: Contribution to journal › Article › peer-review

Original language	English
Article number	101500
Journal	Journal of Empirical Finance
Volume	77
DOIs	https://doi.org/10.1016/j.jempfin.2024.101500
State	Published - Jun 2024

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

Macro inefficiency
Samuelson's Dictum
Sovereign bond
Sovereign CDS

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10.1016/j.jempfin.2024.101500

Cite this

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title = "Global and local information efficiency: An examination of samuelson's dictum",

keywords = "Macro inefficiency, Samuelson's Dictum, Sovereign bond, Sovereign CDS",

author = "Yaqing Xiao and Hongjun Yan and Jinfan Zhang",

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language = "English",

volume = "77",

journal = "Journal of Empirical Finance",

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T2 - An examination of samuelson's dictum

AU - Xiao, Yaqing

AU - Yan, Hongjun

AU - Zhang, Jinfan

PY - 2024/6

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KW - Macro inefficiency

KW - Samuelson's Dictum

KW - Sovereign bond

KW - Sovereign CDS

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AN - SCOPUS:85193427402

SN - 0927-5398

VL - 77

JO - Journal of Empirical Finance

JF - Journal of Empirical Finance

M1 - 101500

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Global and local information efficiency: An examination of samuelson's dictum

ASJC Scopus Subject Areas

Keywords

Access to Document

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