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On the dynamics of international stock market efficiency

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  • Khaled, Mohammed
  • Keef, Stephen

Abstract

Purpose – to measure the temporal change in market efficiency of 17 international stock indices based on small firms.

Suggested Citation

  • Khaled, Mohammed & Keef, Stephen, 2011. "On the dynamics of international stock market efficiency," Working Paper Series 18605, Victoria University of Wellington, School of Economics and Finance.
    • Handle: RePEc:vuw:vuwecf:18605
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    File URL: https://ir.wgtn.ac.nz/handle/123456789/18605
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    References listed on IDEAS

    as
    1. Keef, Stephen P. & Khaled, Mohammed & Zhu, Hui, 2009. "The dynamics of the Monday effect in international stock indices," International Review of Financial Analysis, Elsevier, vol. 18(3), pages 125-133, June.
    2. Wessel Marquering & Johan Nisser & Toni Valla, 2006. "Disappearing anomalies: a dynamic analysis of the persistence of anomalies," Applied Financial Economics, Taylor & Francis Journals, vol. 16(4), pages 291-302.
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