Stock Market Efficiency in Developing Economies
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DOI: 10.1177/0973801015598058
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More about this item
Keywords
Emerging Market Economies; Vector Auto-regression; Panel Cointegration; Fully Modified Ordinary Least Square (FMOLS); Dynamic Ordinary Least Square (DOLS);All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
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