The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets
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DOI: 10.1016/j.qref.2018.05.007
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- Hull, Matthew & McGroarty, Frank, 2014. "Do emerging markets become more efficient as they develop? Long memory persistence in equity indices," Emerging Markets Review, Elsevier, vol. 18(C), pages 45-61.
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Keywords
Evolving efficiency; Volatility persistence; Financial crisis; GARCH;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- G01 - Financial Economics - - General - - - Financial Crises
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
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