Do Spanish Stock Market Prices Follow a Random Walk?
Year of publication: |
2002-04
|
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Authors: | Peña, Javier De ; Gil-Alana, Luis A. |
Institutions: | School of Economics and Business Administration, University of Navarra |
Subject: | Stock market | Unit roots | Long memory | Market efficiency |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published, European Review of Economics and Finance, 2004, vol. 3(1):pp. 3-13 Number 02/02 20 pages pages |
Classification: | C22 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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