✦ LIBER ✦

A note on cointegration and international capital market efficiency

✍ Scribed by Charles Engel

Book ID: 116116633
Publisher: Elsevier Science
Year: 1996
Tongue: English
Weight: 242 KB
Volume: 15
Category: Article
ISSN: 0261-5606
DOI: 10.1016/0261-5606(96)00028-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on cointegration and internationa

A note on cointegration and international capital market efficiency: A reply

✍ William J. Crowder 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 219 KB

Cointegration and joint efficiency of in

Cointegration and joint efficiency of international commodity markets

✍ Christis Hassapis; Sarantis Kalyvitis; Nikitas Pittis 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 121 KB

A cointegration test for market efficien

A cointegration test for market efficiency

✍ Kon S. Lai; Michael Lai 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 591 KB

Executive compensation and internal capi

Executive compensation and internal capital market efficiency

✍ Sudip Datta; Ranjan D'Mello; Mai Iskandar-Datta 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 229 KB

A cointegration test for oil futures mar

A cointegration test for oil futures market efficiency

✍ William J. Crowder; Anas Hamed 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 591 KB

The authors would like to thank Hank Bessembinder, Dan Himarios, Dennis Hoffman, Mike Melvin, and two anonymous referees for the helpful comments. Any remaining errors must be attributed, solely, to the authors.

A NOTE ON SOME ‘WEAK FORM’ TESTS OF CAPI

A NOTE ON SOME ‘WEAK FORM’ TESTS OF CAPITAL MARKET EFFICIENCY IN NEW ZEALAND

✍ David M. Emanuel 📂 Article 📅 1979 🏛 John Wiley and Sons 🌐 English ⚖ 872 KB