Level of efficiency in the UK equity market : empirical study of the effects of the global financial crisis
Taufiq Choudhry; Ranadeva Jayasekera
| Year of publication: |
2015
|
|---|---|
| Authors: | Choudhry, Taufiq ; Jayasekera, Ranadeva |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 44.2015, 2, p. 213-242
|
| Subject: | Asymmetric effect | Time-varying beta | BEKK | Market efficiency | Asset mispricing | Finanzkrise | Financial crisis | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Schätzung | Estimation | Aktienmarkt | Stock market | Effizienz | Efficiency | Betafaktor | Beta risk |
| 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/10011327633