Rejichi, Imen Zgueb; Aloui, Chaker; Nguyen, Duc Khuong - Institut de Préparation à l'Administration et à la … - 2014
investigate the sectoral efficiency of emerging stock markets in the Middle East and North Africa (MENA) region. At the empirical … level, we focus on economic sectors of stock markets and make use of the filtered Hurst exponents to assess their efficient … sectoral indices and 6 market indices for six MENA stock markets over the period 2000-2007, reveal the importance of banking …