exampledata

datasets

Fast tool to calculate the Adjusted Market Inefficiency Measure following Tran & Leirvik (2019) <doi:10.1016/j.frl.2019.03.004>. This tool provides rolling window estimates of the Adjusted Market Inefficiency Measure for multiple instruments simultaneously.

Vu Le Tran

AMIM

Compute the Adjusted Market Inefficiency Measure

exampledata function

## `exampledata`
A data datatable with the following columns:<dl>
 <dt>Date</dt>
<dd>Date format YYYY-MM-DD</dd> <dt>ticker</dt>
<dd>Imaginary ticker</dd> <dt>RET</dt>
<dd>Imaginary return</dd> ...</dl>

Format

Example Data to compute AMIM — exampledata

## `exampledata`
A data datatable with the following columns:<dl>
 <dt>Date</dt>
<dd>Date format YYYY-MM-DD</dd>

 <dt>ticker</dt>
<dd>Imaginary ticker</dd>

 <dt>RET</dt>
<dd>Imaginary return</dd>

 ...

</dl>

exampledata: Example Data to compute AMIM

Description

Usage

Arguments

Format