<Record><identifier xmlns="http://purl.org/dc/elements/1.1/">URN:NBN:SI:doc-D6UDKI6B</identifier><date>2009</date><creator>Leigh, William E.</creator><creator>Purvis, Russell</creator><relation>documents/doc/D/URN_NBN_SI_doc-D6UDKI6B_001.pdf</relation><relation>documents/doc/D/URN_NBN_SI_doc-D6UDKI6B_001.txt</relation><format format_type="issue">2</format><format format_type="volume">32</format><format format_type="type">article</format><format format_type="extent">str. 191-195</format><identifier identifier_type="ISSN">0350-5596</identifier><identifier identifier_type="COBISSID">22835239</identifier><identifier identifier_type="URN">URN:NBN:SI:doc-D6UDKI6B</identifier><language>eng</language><publisher>Slovensko društvo Informatika</publisher><source>Informatica (Ljubljana)</source><rights>InC</rights><subject language_type_id="slv">borze</subject><subject language_type_id="eng">efficiency</subject><subject language_type_id="slv">informacijska tehnologija</subject><subject language_type_id="eng">information technology</subject><subject language_type_id="slv">učinkovitost</subject><title>Historical impulse response of return analysis shows information technology improves stock market efficiency</title></Record>