Are PIIGS stock markets efficient?
Year of publication: |
2013
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Authors: | Kumar, Dilip |
Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 30.2013, 3, p. 209-225
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Subject: | Market efficiency | Weighted bootstrap | Automatic variance-ratio test | Return predictability | Detrended fluctuation analysis (DFA) | Stock markets | Portugal | Ireland | Italy | Greece | Spain | Effizienzmarkthypothese | Efficient market hypothesis | Griechenland | Irland | Aktienmarkt | Stock market | Italien | Spanien | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income |
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