Testing the efficiency of emerging markets : evidence from nonlinear panel unit tests
Year of publication: |
2023
|
---|---|
Authors: | Turguttopbaş, Neslihan ; Omay, Tolga |
Published in: |
Panoeconomicus. - Novi Sad, ISSN 1452-595X, ZDB-ID 2261714-0. - Vol. 70.2023, 2, p. 261-278
|
Subject: | Market efficiency | Stock market | Weak-form efficiency | ESTAR models | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Schwellenländer | Emerging economies | Schätzung | Estimation | Einheitswurzeltest | Unit root test |
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