Evolving and relative efficiency of MENA stock markets: evidence from rolling joint variance ratio tests
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KeywordsRandom Walk Hypothesis; Stock Market Efficiency; Variance Ratio Tests; Wild Bootstrap; Middle East and North Africa;
- 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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