Efficiency drifts in euronext stock indexes returns
Luís M.P. Gomes, Vasco J.S. Soares, Sílvio M.A. Gama, José A.O. Matos
Year of publication: |
2022
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Authors: | Gomes, Luís M. P. ; Soares, Vasco J. S. ; Gama, Sílvio M. A. ; Matos, José A. O. |
Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 27.2022, 2, p. 28-44
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Subject: | long-term memory | rescaled-range analysis | detrended fluctuation analysis | fractional differencing analysis | efficient market hypothesis | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Schätzung | Estimation | Aktienmarkt | Stock market |
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