Martingales in European emerging stock markets: Size, liquidity and market quality
Year of publication: |
2009
|
---|---|
Authors: | Smith, Graham |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 15.2009, 3, p. 249-262
|
Publisher: |
Taylor & Francis Journals |
Subject: | European stock markets | capitalisation | conditional heteroscedasticity | liquidity | market quality | martingale | variance ratio test | wild bootstrap |
-
Efficient market hypothesis in European stock markets
Borges, Maria Rosa, (2010)
-
Martingale effect of conventional vs. Islamic stock indices : evidence from the UAE
Marashdeh, Hazem, (2022)
-
THE EFFICIENCY OF EMERGING STOCK MARKETS: EVIDENCE FROM ASIA AND AFRICA
Youssef, Abdelmoneim, (2013)
- More ...
-
Design Matters : CBNRM and Democratic Innovation
Smith, Graham, (2019)
-
Smith, Graham, (2007)
-
Korean stock prices under price limits: variance ratio tests of random walks
Ryoo, Hyun-Jung, (2002)
- More ...