Artikel
On the dynamics of international stock market efficiency
The Granger causality procedure is used to assess the dynamics of market efficiency of 17 international stock indices. These indices are based on relatively smaller firms. The reference of market efficiency is a stock index, from the same economy, which is based on relatively larger firms. There is evidence that market efficiency increases over time at a decreasing rate.
- Language
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Englisch
- Bibliographic citation
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Journal: Cogent Economics & Finance ; ISSN: 2332-2039 ; Volume: 2 ; Year: 2014 ; Issue: 1 ; Pages: 1-11 ; Abingdon: Taylor & Francis
- Classification
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Wirtschaft
Information and Market Efficiency; Event Studies; Insider Trading
International Financial Markets
- Subject
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market efficiency
international
stock indices
panel model
Granger causality
- Event
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Geistige Schöpfung
- (who)
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Khaled, Mohammed S.
Keef, Stephen P.
- Event
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Veröffentlichung
- (who)
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Taylor & Francis
- (where)
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Abingdon
- (when)
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2014
- DOI
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doi:10.1080/23322039.2014.923778
- Handle
- Last update
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10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Khaled, Mohammed S.
- Keef, Stephen P.
- Taylor & Francis
Time of origin
- 2014
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