A researcher obtained the following results for a stock price: Pt = 0,999Pt-1 + εt with R2=0,99 and εt is white noise. According to the above estimation, is the market for the specific stock efficient?
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A researcher obtained the following results for a stock price:
Pt = 0,999Pt-1 + εt with R2=0,99 and εt is white noise. According to the above estimation, is the market for the specific stock efficient?
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