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pro vyhledávání: '"latifa FATNASSI"'
Autor:
Latifa FATNASSI
Publikováno v:
Academic Finance, Vol 7, Iss 1 (2016)
Cet article vise à étudier la prévisibilité des rendements dans son contexte multivariée. L’analyse a été menée sur un échantillon de six pays asiatiques émergents : Corée, HongKong, Inde, Taiwan, Indonésie et Singapore.L’approche mul
Externí odkaz:
https://doaj.org/article/cc44db83e4984ee6bcac734bf995485b
Autor:
latifa FATNASSI
Publikováno v:
Academic Finance, Vol 5, Iss 1 (2014)
L’objectif de ce papier est d’étudier l’impact d’une transaction asynchrone sur la prévisibilité des rendements de deux indices de différentes liquidités du marché Coréen. Nous proposons une nouvelle alternative qui se focalise sur l
Externí odkaz:
https://doaj.org/article/2727f56bb0ae42f9abfda78a3126b12b
Autor:
Latifa Fatnassi Chaibi
Publikováno v:
The Economics and Finance Letters. 1(1):1-8
The aim of this paper is to investigate random walk in Korea stock exchange. The results of unit root, autocorrelation and the variance ratio tests are applied, using daily data on returns of two indexes in the period 1997:7 to 2012:12. The null hypo
Autor:
Latifa FATNASSI CHAIBI
Publikováno v:
Journal of Empirical Studies. 1(2):54-61
The purpose of this paper is to investigate random walk in HongKong stock exchange. The unit root, autocorrelation and the variance ratio tests are applied, using daily data on returns of two indexes in the period 1997:7 to 2012:12. For two indexes,
Autor:
Latifa Fatnassi, Ezzeddine Abaoub
Publikováno v:
Journal of Asian Business Strategy. 2(11):238-249
The aim of this paper is to investigate non-synchronous trading effect in terms of predictability. This analysis is applied to daily and one-minute interval data on the KOREA stock market. The results indicate evidence of predictability between indic