Weak EMH and Canadian stock markets : evidence from linear and nonlinear unit root tests
Malika Neifar and Leila Gharbi
| Year of publication: |
2023
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|---|---|
| Authors: | Neifar, Malika ; Gharbi, Leila |
| Published in: |
Journal of Islamic accounting and business research. - Bingley : Emerald, ISSN 1759-0825, ZDB-ID 2553043-4. - Vol. 14.2023, 4, p. 629-651
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| Subject: | Canadian stock markets | DJICPI and CCSI | Linearity test of Harvey et al. (2008) | Nonlinear unit root tests | Weak efficient market hypothesis (EMH) | Einheitswurzeltest | Unit root test | Effizienzmarkthypothese | Efficient market hypothesis | Kanada | Canada | Nichtlineare Regression | Nonlinear regression | Aktienmarkt | Stock market | Theorie | Theory | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JIABR-06-2021-0156 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014313087