A non-linear dependency test for market efficiency : evidence from international stock markets
Year of publication: |
2023
|
---|---|
Authors: | Enow, Samuel Tabot |
Published in: |
Journal of Economics and Financial Analysis. - Ashgabat : [Verlag nicht ermittelbar], ISSN 2521-6619, ZDB-ID 2913606-4. - Vol. 7.2023, 1, p. 1-12
|
Subject: | Abnormal Returns | Active Management | BDSL Test | Market Efficiency | Non-Linear Dependence. | Stock Markets | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Schätzung | Estimation | Großbritannien | United Kingdom |
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