Internal market efficiency, market co-movement, and cross-market efficiency : the case of Hong Kong and Shanghai stock ,markets
Ebenezer Asem, Vishaal Baulkaran, Rossitsa Yalamova, Xiaofei Zhang
| Year of publication: |
December 2017
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|---|---|
| Authors: | Asem, Ebenezer ; Baulkaran, Vishaal ; Yalamova, Rossitsa ; Zhang, Xiaofei |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 24.2017, 4, p. 253-267
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| Subject: | Cross-market efficiency | Co-movement | Internal market efficiency | Entropy | Wavelet | Mutual information | Effizienzmarkthypothese | Efficient market hypothesis | Hongkong | Hong Kong | Aktienmarkt | Stock market | Shanghai |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-017-9232-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011797684