Evolving Efficiency of Dually-Listed Indian Stocks: A Nonlinear Perspective
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DOI: 10.1007/s40953-017-0076-5
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More about this item
Keywords
Market efficiency; Nonlinearity; Bicorrelation; ADR; India;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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