On the dynamics of international stock market efficiency
AbstractPurpose – to measure the temporal change in market efficiency of 17 international stock indices based on small firms.
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Bibliographic InfoPaper provided by Victoria University of Wellington, School of Economics and Finance in its series Working Paper Series with number 1991.
Date of creation: 2011
Date of revision:
Contact details of provider:
Postal: Alice Fong, Administrator, School of Economics and Finance, Victoria Business School, Victoria University of Wellington, PO Box 600 Wellington, New Zealand
Phone: +64 (4) 463-5353
Fax: +64 (4) 463-5014
Web page: http://www.victoria.ac.nz/sef
More information through EDIRC
Market efficiency; International; Stock indices; Panel model; Granger causality;
This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-27 (All new papers)
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