Does market microstructure affect time-varying efficiency? : evidence from emerging markets
Year of publication: |
2024
|
---|---|
Authors: | Said, Bahrawar ; Raza, Muhammad Wajid ; Elshahat, Ahmed |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 70.2024, 1, Art.-No. 102347, p. 1-18
|
Subject: | Emerging Asian Markets | Market Efficiency | Market Microstructure | Schwellenländer | Emerging economies | Marktmikrostruktur | Market microstructure | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Asien | Asia |
-
Random walk in emerging Asian stock markets
Shaik, Muneer, (2017)
-
Volatility in large stocks during the market open and market close at the Istanbul Stock Exchange
Inci, Ahmet Can, (2013)
-
Anatomy of intraday volatility at the Chilean stock exchange
Inci, Ahmet Can, (2022)
- More ...
-
Raza, Muhammad Wajid, (2023)
-
Market Microstructure and Informational Efficiency in Emerging Markets
Akhunzada, Bahrawar Said, (2023)
-
Said, Bahrawar, (2022)
- More ...