Market Efficiency In G-20 Countries: The Paradox Of Financial Crisis
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Abstract
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DOI: 10.1142/S2010495213500036
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References listed on IDEAS
- Andrew C. Worthington & Helen Higgs, 2003. "Tests of random walks and market efficiency in Latin American stock markets: An empirical note," School of Economics and Finance Discussion Papers and Working Papers Series 157, School of Economics and Finance, Queensland University of Technology.
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Cited by:
- Saker Sabkha & Christian Peretti & Dorra Hmaied, 2019. "On the informational market efficiency of the worldwide sovereign credit default swaps," Journal of Asset Management, Palgrave Macmillan, vol. 20(7), pages 581-608, December.
- Srilakshminarayana G, 2021. "Tail Behaviour of the Nifty-50 Stocks during Crises Periods," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 115-151, December.
- Tai-Yuen Hon & Massoud Moslehpour & Kai-Yin Woo, 2021. "Review on Behavioral Finance with Empirical Evidence," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 15-41, December.
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More about this item
Keywords
Market efficiency; G-20; financial crises; pre-crisis; during crisis; Samuelson dictum; heteroskedastic; homoscedastic; G11; G14; G15; F36;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
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