Implications of market frictions: serial correlations in indexes on the emerging stock markets in Central and Eastern Europe
Year of publication: |
2014
|
---|---|
Authors: | Olbrys, Joanna ; Majewska, Elzbieta |
Published in: |
Operations Research and Decisions. - Wydział Informatyki i Zarządzania. - Vol. 1.2014, p. 51-70
|
Publisher: |
Wydział Informatyki i Zarządzania |
Subject: | CEE stock markets | market frictions | nonsynchronous trading | index serial correlation | market efficiency |
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