Is the efficient market hypothesis day-of-the-week dependent? : evidence from the banking sector
Paresh Kumar Narayan, Seema Narayan, Stephan Popp and Huson Ali Ahmed
| Year of publication: |
2015
|
|---|---|
| Authors: | Narayan, Paresh Kumar ; Narayan, Seema ; Popp, Stephan ; Ali Ahmed, Huson Joher |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 22/24, p. 2359-2378
|
| Subject: | efficient market hypothesis | unit root test | structural breaks | trading strategies | Effizienzmarkthypothese | Efficient market hypothesis | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Theorie | Theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010516625