Market efficiency in developed and emerging markets
Ankit Sharma and Keyur Thaker
| Year of publication: |
2015
|
|---|---|
| Authors: | Sharma, Ankit ; Thaker, Keyur |
| Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6447, ZDB-ID 2416800-2. - Vol. 5.2015, 4, p. 311-333
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| Subject: | augmented Dickey-Fuller test | autocorrelation | efficient market hypothesis | EMH | Johansen cointegration test | market efficiency | Phillips-Perron test | runs test | unit root test | Effizienzmarkthypothese | Efficient market hypothesis | Einheitswurzeltest | Unit root test | Schwellenländer | Emerging economies | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011595609