Market Efficiency, Thin Trading and Non-linear Behaviour: Evidence from an Emerging Market
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Bibliographic InfoArticle provided by European Financial Management Association in its journal European Financial Management.
Volume (Year): 3 (1997)
Issue (Month): 2 ()
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=1354-7798
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"Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997,"
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- Abdul Haque & Hung-Chun Liu & Fakhar-Un-Nisa, 2011. "Testing the Weak Form Efficiency of Pakistani Stock Market (2000–2010)," International Journal of Economics and Financial Issues, Econjournals, vol. 1(4), pages 153-162.
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- Yang Hou & Steven Li, 2013. "Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data," Asia-Pacific Financial Markets, Springer, vol. 20(1), pages 49-70, March.
- Khalid Mustafa & Mohammed Nishat, 2007. "Testing for Market Efficiency in Emerging Markets: A Case Study of the Karachi Stock Market," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 12(1), pages 119-140, Jan-Jun.
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