Do emerging markets become more efficient as they develop? Long memory persistence in equity indices.
| Autor: | Hull, Matthew1, McGroarty, Frank1 f.j.mcgroarty@soton.ac.uk |
|---|---|
| Zdroj: | Emerging Markets Review. Mar2014, Vol. 18, p45-61. 17p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
|
Full Text from ScienceDirect