1989
DOI: 10.2307/2554495
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Weak-Form Efficiency in the Nineteenth Century: A Study of Daily Prices in the London Market for 3 per cent Consols, 1821-1860

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Cited by 68 publications
(21 citation statements)
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“…Brown and Easton (1989) also found there was little change in their results when such points were excluded. For the rest of the analysis the full data set will be used.…”
Section: Arch Evects In 19th Century Consols 303mentioning
confidence: 92%
See 3 more Smart Citations
“…Brown and Easton (1989) also found there was little change in their results when such points were excluded. For the rest of the analysis the full data set will be used.…”
Section: Arch Evects In 19th Century Consols 303mentioning
confidence: 92%
“…This data set has previously been analysed by Brown and Easton (1989) to determine whether the market during this period was weak form e cient. The authors concluded there was no signi®cant evidence to contradict the hypothesis of weak form e ciency.…”
Section: I Th E D a T A A N D T H E M A R K E Tmentioning
confidence: 99%
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“…The evidence from previous econometric studies of nineteenth century British security markets is that, by and large, a great deal of efficiency was present. See for example Brown and Easton (1989) and Mitchell et al (2002).…”
Section: Introductionmentioning
confidence: 99%