Bulgarian stock market relative predictability : BSE-Sofia stocks and South East European markets
Year of publication: |
2013
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Authors: | Dyakova, Aneta ; Smith, Graham |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 13/15, p. 1257-1271
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Subject: | Bulgarian stock market | martingale | predictability | South East European stock markets | variance ratio test | weak-form efficiency | Aktienmarkt | Stock market | Bulgarien | Bulgaria | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Prognoseverfahren | Forecasting model | Südosteuropa | Southeastern Europe |
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