Similar Search Results

Narrow search

Market efficiency in G-20 countries : the paradox of financial crisis

Vieito, João Paulo; Murthy, K. V. Bhanu; Tripathi, Vanita - In: Annals of financial economics 8 (2013) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10010192085

Construction of a composite index : methodological issue in measuring Asian financial crisis

Murthy, K. V. Bhanu; Kalsie, Anjala - In: Business analyst : a refereed journal of Shri Ram … 35 (2014) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10011343177

Studying crisis through structural breaks : a retrospective on Asian currency crisis

Murthy, K. V. Bhanu; Kalsie, Anjala - In: Focus : journal of international business 1 (2014) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10010440277

Market Efficiency in G-20 Countries : The Paradox of Financial Crisis

Vieito, Joao Paulo Torre - 2014

This paper is amongst the first to investigate weak-form efficiency of the most developed (G-20) countries in the world. It also measures the impact of the 2007 financial crisis on the stock markets of these countries, in terms of their efficiency. Serial correlation test, ADF unit root test, Lo...

Persistent link: https://www.econbiz.de/10013058562