The long-horizon returns behaviour of the Portuguese stock market1
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DOI: 10.1080/13518470110076303
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Cited by:
- João Paulo Vieito & Wing-Keung Wong & Zhen-Zhen Zhu, 2016.
"Could the global financial crisis improve the performance of the G7 stocks markets?,"
Applied Economics, Taylor & Francis Journals, vol. 48(12), pages 1066-1080, March.
- Vieito, João Paulo & Wong, Wing-Keung & Zhu, Zhenzhen, 2015. "Could the global financial crisis improve the performance of the G7 stocks markets?," MPRA Paper 66521, University Library of Munich, Germany.
- Ana Rita Gonzaga & Helder Sebastião, 2012. "As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação," GEMF Working Papers 2012-02, GEMF, Faculty of Economics, University of Coimbra.
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Keywords
Market Efficiency; Stock Market Anomalies; Statistical Simulation Methods; Monte Carlo Methods;All these keywords.
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