On the dynamics of international stock market efficiency

dc.contributor.author	Khaled, Mohammed
dc.contributor.author	Keef, Stephen
dc.date.accessioned	2011-12-20T01:20:58Z
dc.date.accessioned	2022-07-05T02:10:46Z
dc.date.available	2011-12-20T01:20:58Z
dc.date.available	2022-07-05T02:10:46Z
dc.date.copyright	2011
dc.date.issued	2011
dc.identifier.uri	https://ir.wgtn.ac.nz/handle/123456789/18605
dc.description.abstract	Purpose – to measure the temporal change in market efficiency of 17 international stock indices based on small firms.	en_NZ
dc.format	pdf	en_NZ
dc.language.iso	en_NZ
dc.publisher	Te Herenga Waka—Victoria University of Wellington	en_NZ
dc.relation.ispartofseries	SEF Working Paper Series	en_NZ
dc.subject	Market efficiency	en_NZ
dc.subject	International	en_NZ
dc.subject	Stock indices	en_NZ
dc.subject	Panel model	en_NZ
dc.subject	Granger causality	en_NZ
dc.title	On the dynamics of international stock market efficiency	en_NZ
dc.type	Text	en_NZ
vuwschema.contributor.unit	School of Economics and Finance	en_NZ
vuwschema.subject.anzsrcfor	149999 Economics not elsewhere classified	en_NZ
vuwschema.subject.marsden	149999 Economics not elsewhere classified	en_NZ
vuwschema.type.vuw	Working or Occasional Paper	en_NZ
vuwschema.subject.anzsrcforV2	389999 Other economics not elsewhere classified	en_NZ
dc.rights.rightsholder	www.vuw.ac.nz/sef	en_NZ