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Estimating dynamic market effi...
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1
Estimating and comparing market efficiency frontiers
Mu, Yali
-
2021
relationships (threshold
cointegration
) as well as in error correction (threshold autoregression; threshold ECMs; non …
Persistent link: https://www.econbiz.de/10013342200
Saved in:
2
Estimating the long-run determinant of the efficiency of the stock market in India
Singh, Amit Kumar
;
Nainwal, Neha
- In:
Asia-Pacific journal of management research and …
13
(
2017
)
1/2
,
pp. 70-80
Persistent link: https://www.econbiz.de/10011884894
Saved in:
3
Pricing efficiency in livestock auction markets : a two-tier frontier approach
Verteramo Chiu, Leslie J.
;
Tauer, Loren W.
;
Gröhn, …
- In:
Agricultural economics : the journal of the …
53
(
2022
),
pp. 139-151
Persistent link: https://www.econbiz.de/10014288055
Saved in:
4
A reconciliation of
cointegration
testing of foreign exchange market efficiency
Layton, Allan P.
-
1991
Persistent link: https://www.econbiz.de/10000129803
Saved in:
5
A
cointegration
analysis of money supply and Saudi stock price index
Almutair, Saud
- In:
International journal of economics and finance
7
(
2015
)
5
,
pp. 153-165
Persistent link: https://www.econbiz.de/10010528245
Saved in:
6
The relative efficiency of the crude oil futures market: evidence from India
Inani, Sarveshwar Kumar
- In:
International journal of banking, accounting and finance
9
(
2018
)
2
,
pp. 225-243
Persistent link: https://www.econbiz.de/10011955210
Saved in:
7
Investigating the informational efficiency of exchange traded funds (ETFs) : empirical evidence from Indian Equity ETFs
Kaur, Prabhdeep
;
Jaspal Singh
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 193-208
Persistent link: https://www.econbiz.de/10013349034
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8
Market efficiency in developed and emerging markets
Sharma, Ankit
;
Thaker, Keyur
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
5
(
2015
)
4
,
pp. 311-333
Persistent link: https://www.econbiz.de/10011595609
Saved in:
9
Time-varying efficiency in food and energy markets : evidence and implications
Jebabli, Ikram
;
Roubaud, David
- In:
Economic modelling
70
(
2018
),
pp. 97-114
Persistent link: https://www.econbiz.de/10012027818
Saved in:
10
Cointegration
and US regional gasoline prices : testing market efficiency from the stationarity of price proportions
Hunter, John
;
Tabaghdehi, Seyedeh Asieh
-
2013
Persistent link: https://www.econbiz.de/10009731971
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