Why do emerging stock markets experience more persistent price deviations from a random walk over time? : a country-level analysis
Year of publication: |
2010
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Authors: | Lim, Kian-Ping ; Brooks, Robert |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 14.2010, Suppl.1, p. 3-41
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Subject: | Aktienmarkt | Stock market | Random Walk | Random walk | Korrelation | Correlation | Effizienzmarkthypothese | Efficient market hypothesis | Sachenrecht | Law of property | Schwellenländer | Emerging economies | 1995-2005 |
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