Evolving and relative efficiency of MENA stock markets: evidence from rolling joint variance ratio tests: Evolución y eficiencia relativa de los mercados bursátiles de MENA: evidencia de pruebas de índice de varianza conjunta móvil
Multiple variance ratio tests, in rolling window procedure, were applied to weekly data (expressed in local and US dollar currencies) for five stock markets in the Middle East and North Africa during 1995-2009. Results indicated that the big and liquid stock markets of Israel and Turkey are ranked a...
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| Formato: | Artículo |
| Lenguaje: | eng |
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Universidad Autónoma de Nuevo León
2014
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| Acceso en línea: | https://ensayos.uanl.mx/index.php/ensayos/article/view/33 |