Ranking market efficiency for stock markets: A nonlinear perspective
Year of publication: |
2007
|
---|---|
Authors: | Lim, Kian-Ping |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 376.2007, C, p. 445-454
|
Publisher: |
Elsevier |
Subject: | Nonlinear dependence | Bicorrelation | Market efficiency |
-
Stock market behaviour : efficient or adaptive? : evidence from the Pakistan Stock Exchange
Shahid, Muhammad Naeem, (2019)
-
Todea, Alexandru, (2009)
-
Mutual information: a dependence measure for nonlinear time series
Dionisio, Andreia, (2003)
- More ...
-
Financial crisis and stock market efficiency : empirical evidence form Asian countries
Lim, Kian-Ping, (2008)
-
Time series test of nonlinear convergence and transitional dynamics
Chong, Terence Tai-Leung, (2008)
-
Habibullah, Muzafar Shah, (2008)
- More ...