The price discovery process and volatility linkages in a resource-based emerging market : evidence from the Saudi stock market
Year of publication: |
2011
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Authors: | Abraham, Abraham ; Seyyed, Fazal J. ; Madani, Haider |
Published in: |
International journal of accounting and finance. - Genève : Inderscience Enterprises, ISSN 1752-8224, ZDB-ID 2484196-1. - Vol. 3.2011/12, 3, p. 223-236
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Subject: | price discovery | Saudi Stock Market | VEC | volatility linkages | cointegration | Saudi Arabia | Saudi-Arabien | Volatilität | Volatility | Börsenkurs | Share price | Aktienmarkt | Stock market | Kointegration | Cointegration | Preiskonvergenz | Price convergence | Preis | Price | Schwellenländer | Emerging economies |
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