A tripartite inquiry into volatility-efficiency-integration nexus : case of emerging markets
Year of publication: |
2018
|
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Authors: | Rizvi, Syed Aun Raza ; Arshad, Shaista ; Nafis Alam |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 34.2018, p. 143-161
|
Subject: | Decomposed returns | Emerging markets | Multifractal | Stock market efficiency | Stock market integration | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Welt | World | Effizienzmarkthypothese | Efficient market hypothesis | Marktintegration | Market integration | Kapitaleinkommen | Capital income | Volatilität | Volatility | Wirtschaftswachstum | Economic growth |
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