Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data
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- Camilleri, Silvio John, 2005. "Can a Stock Index Be Less Efficient Than Underlying Shares? An Analysis Using Malta Stock Exchange Data," MPRA Paper 84574, University Library of Munich, Germany.
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More about this item
KeywordsMalta Stock Exchange; Non-Synchronous Trading; Stock Markets.;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-07-11 (All new papers)
- NEP-CFN-2005-07-11 (Corporate Finance)
- NEP-FIN-2005-07-11 (Finance)
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