Is the equity market informationally efficient in Japan? : Evidence from leveraged bootstrap analysis
Year of publication: |
2004
|
---|---|
Authors: | Hatemi-J, Abdulnasser |
Published in: |
Economia internazionale. - Genova : Inst., ISSN 0012-981X, ZDB-ID 1799-1. - Vol. 57.2004, 4, p. 461-473
|
Subject: | Informationseffizienz | Informational efficiency | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Kausalanalyse | Causality analysis | Japan | Bootstrap-Verfahren | Bootstrap approach |
-
Financial liberalization and stock market efficiency : causality analysis of emerging markets
Naghavi, Navaz, (2016)
-
Al Janabi, Mazin A. M., (2010)
-
Informational efficiency in the Tokyo Stock Exchange, 1931-40
Bassino, Jean-Pascal, (2015)
- More ...
-
Empirical analysis of growth factors using Swedish data
Davidsson, Per, (2002)
-
Stochastic optimal hedge ratio: Theory and evidence
Hatemi-J, Abdulnasser, (2010)
-
Asymmetric generalized impulse responses and variance decompositions with an application
Hatemi-J, Abdulnasser, (2011)
- More ...