Are the Transition Stock Markets Efficient? Evidence from Non-Linear Unit Root Tests
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More about this item
KeywordsMarket Efficiency; Non-linear models; transition markets;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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