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Investigation of weak form market efficiency of EU country stock markets in the crisis period

Kayral, İhsan Erdem - In: Evoluation of money, banking and financial crisis : …, (pp. 229-247). 2020

Persistent link: https://www.econbiz.de/10012802546

Re-examining stock market efficiency in Nigeria using nonlinear unit root tests

Lawal, Adedoyin Isola; Salisu, Afees A.; Somoye, … - In: The impacts of monetary policy in the 21st century : …, (pp. 65-73). 2019

Persistent link: https://www.econbiz.de/10012224779

Rational bubbles in Istanbul Stock Exchange : linear and nonlinear unit root tests

Altay, Erdinç - In: Global stock exchanges : stability, interrelationships, …, (pp. 35-67). 2009

Persistent link: https://www.econbiz.de/10008840551

Rational bubbles in Istanbul Stock Exchange : linear and nonlinear unit root tests

Altay, Erdinç - In: Economics of emerging markets, (pp. 169-202). 2008

Persistent link: https://www.econbiz.de/10003683619

Rational bubbles in Istanbul Stock Exchange : linear and nonlinear unit root tests

Altay, Erdinç - 2012

Persistent link: https://www.econbiz.de/10009580870

A random walk of stock prices in Visegrad Group : efficient market hypothesis

Saglam, Yagmur; Guresci, Gulcin - In: Efficiency in business and economics : proceedings from …, (pp. 175-185). 2018

The purpose of this paper is to investigate Efficient Market Hypothesis (EMH) for Visegrad Group. The stock prices have been analyzed for the period between 1995 and 2014 with panel multiple structural breaks unit root test which is developed by Carrion-i-Silvestre et al. (2005). According to...

Persistent link: https://www.econbiz.de/10012230857