Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets
Year of publication: |
2010
|
---|---|
Authors: | Guidi, Francesco ; Gupta, Rakesh ; Maheshwari, Suneel |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Emerging stock markets | day-of-the-week effect | market efficiency | variance ratio test | GARCH-M |
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