Evolving Market Efficiency with an Application to Some Bulgarian Shares
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- Emerson, Rebecca & Hall, Stephen G & Zalewska-Mitura, Anna, 1997. "Evolving Market Efficiency with an Application to Some Bulgarian Shares," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 75-90.
- Rebecca Emerson & Stephen G. Hall & Anna Zalewska-Mitura, "undated". "Evolving Market Efficiency with an Application to Some Bulgarian Shares," Ace Project Memoranda 96/18, Department of Economics, University of Leicester.
References listed on IDEAS
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- Hall, Stephen G & Miles, David K, 1992. "Measuring Efficiency and Risk in the Major Bond Markets," Oxford Economic Papers, Oxford University Press, vol. 44(4), pages 599-625, October.
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More about this item
Keywordsefficient market hypothesis; generalised auto-regressive conditional heteroskedastic (GARCH) errors; infant markets; multi-factor model; time-varying coefficients;
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