Martingale effect of conventional vs. Islamic stock indices : evidence from the UAE
Year of publication: |
2022
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Authors: | Marashdeh, Hazem ; Ashraf, Sania |
Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 12.2022, 3, p. 279-290
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Subject: | martingale | heteroscedasticity | informational efficiency | variance ratio test | Breusch-Godfrey LM test | UAE | Vereinigte Arabische Emirate | United Arab Emirates | Martingal | Martingale | Effizienzmarkthypothese | Efficient market hypothesis | Aktienindex | Stock index | Statistischer Test | Statistical test | Heteroskedastizität | Heteroscedasticity |
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