Cajueiro, Daniel O.; Gogas, Periklis; Tabak, Benjamin M. - In: International Review of Financial Analysis 18 (2009) 1-2, pp. 50-57
In this paper we assess if the financial market liberalization introduced in the beginning of the 1990s in Greece has changed the degree of market development (efficiency) by studying time-varying global Hurst exponents. Our results suggest that changes in financial market liberalization have...
