The Steel European Stock Market Efficiency
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References listed on IDEAS
- Pele, Daniel Traian & Voineagu, Virgil, 2008. "Testing Market Efficiency Via Decomposition Of Stock Return. Application To Romanian Capital Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(3), pages 63-79, September.
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More about this item
Keywordssteel & iron subsector; stock; return; BDS test; Runs test;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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