Adaptive market hypothesis : the story of the stock markets and COVID-19 pandemic
Year of publication: |
2021
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Authors: | Okorie, David Iheke ; Lin, Boqiang |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 57.2021, p. 1-10
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Subject: | COVID-19 pandemic | Heteroscedasticity | Hypothesis testing | Market efficiency hypothesis | Martingale | Coronavirus | Effizienzmarkthypothese | Efficient market hypothesis | Epidemie | Epidemic | Aktienmarkt | Stock market | Martingal | Kointegration | Cointegration | Statistischer Test | Statistical test | Wirkungsanalyse | Impact assessment | Schätzung | Estimation |
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