Analysis of the efficiency of Hong Kong REITs market based on Hurst exponent
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DOI: 10.1016/j.physa.2019.122035
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- Geoffrey M. Ngene & Catherine Anitha Manohar & Ivan F. Julio, 2020. "Overreaction in the REITs Market: New Evidence from Quantile Autoregression Approach," JRFM, MDPI, vol. 13(11), pages 1-28, November.
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Keywords
REITs; Market efficiency; Hurst exponent; Long memory;All these keywords.
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