Efficiency tests in the Iberian stock markets
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More about this item
Keywordsstock indexes; market efficiency; unit roots;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-06-07 (All new papers)
- NEP-EEC-2004-06-07 (European Economics)
- NEP-FIN-2004-06-07 (Finance)
- NEP-FMK-2004-06-07 (Financial Markets)
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