Repository logo
 

On the dynamics of international stock market efficiency

dc.contributor.authorKhaled, Mohammed
dc.contributor.authorKeef, Stephen
dc.date.accessioned2011-12-20T01:20:58Z
dc.date.accessioned2022-07-05T02:10:46Z
dc.date.available2011-12-20T01:20:58Z
dc.date.available2022-07-05T02:10:46Z
dc.date.copyright2011
dc.date.issued2011
dc.description.abstractPurpose – to measure the temporal change in market efficiency of 17 international stock indices based on small firms.en_NZ
dc.formatpdfen_NZ
dc.identifier.urihttps://ir.wgtn.ac.nz/handle/123456789/18605
dc.language.isoen_NZ
dc.publisherTe Herenga Waka—Victoria University of Wellingtonen_NZ
dc.relation.ispartofseriesSEF Working Paper Seriesen_NZ
dc.rights.rightsholderwww.vuw.ac.nz/sefen_NZ
dc.subjectMarket efficiencyen_NZ
dc.subjectInternationalen_NZ
dc.subjectStock indicesen_NZ
dc.subjectPanel modelen_NZ
dc.subjectGranger causalityen_NZ
dc.titleOn the dynamics of international stock market efficiencyen_NZ
dc.typeTexten_NZ
vuwschema.contributor.unitSchool of Economics and Financeen_NZ
vuwschema.subject.anzsrcfor149999 Economics not elsewhere classifieden_NZ
vuwschema.subject.anzsrcforV2389999 Other economics not elsewhere classifieden_NZ
vuwschema.subject.marsden149999 Economics not elsewhere classifieden_NZ
vuwschema.type.vuwWorking or Occasional Paperen_NZ

Files

Original bundle

Now showing 1 - 2 of 2
Loading...
Thumbnail Image
Name:
Working Paper.pdf
Size:
617.93 KB
Format:
Adobe Portable Document Format
Description:
Working Paper
Loading...
Thumbnail Image
Name:
Permission form.pdf
Size:
31.33 KB
Format:
Adobe Portable Document Format
Description:
Declaration Form