A study of market efficiency in emerging markets using improved statistical techniques
Year of publication: |
2022
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Authors: | Nguyen, James ; Parsons, Richard |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 7, p. 2004-2016
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Subject: | BDS test | Developing markets | efficient market hypothesis | multi-break unit root tests | spectral analysis | Effizienzmarkthypothese | Efficient market hypothesis | Einheitswurzeltest | Unit root test | Schwellenländer | Emerging economies | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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