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Keywords: AMIM
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Journal Articles
Studies in Economics and Finance 1–22.
Published: 26 January 2026
... of historical information into prices. Secondly, the authors carry out Bubble Timestamping using explosive unit root tests ( GSADF ) and price/fundamental gap analysis. Thirdly, the authors quantify the magnitude of market inefficiency through the Adjusted Market Inefficiency Magnitude ( AMIM ), capturing its...

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