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.description.abstract | Purpose – to measure the temporal change in market efficiency of 17 international stock indices based on small firms. | en_NZ |
dc.format | en_NZ | |
dc.identifier.uri | https://ir.wgtn.ac.nz/handle/123456789/18605 | |
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.rights.rightsholder | www.vuw.ac.nz/sef | 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.anzsrcforV2 | 389999 Other 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 |