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ArticleRanking efficiency for emerging markets

Daniel O. Cajueiro2004

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Articlegreen2004

Ranking efficiency for emerging markets

Daniel O. Cajueiro · Benjamin Miranda Tabak

209 citations·0/0 files stored·Chaos Solitons & Fractals

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Stock Market Forecasting Methods

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References

1991Long-Term Memory in Stock Market Prices 1989Long-term Memory in Stock Market Prices 1995A search for long memory in international stock market returns 2000Long memory in the Greek stock market

Cited by

2012Measuring capital market efficiency: Global and local correlations structure 2016The interactive relationship between the US economic policy uncertainty and BRIC stock markets 2018Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?2012Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA 2006Ranking market efficiency for stock markets: A nonlinear perspective 2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic 2004Ranking efficiency for emerging equity markets II☆2015Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone

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2009Dual long memory property in returns and volatility: Evidence from the CEE countries' stock marketsarticle · 4 shared references 2006Testing for predictability in equity returns for European transition marketsarticle · 4 shared references 2004On the long memory properties of emerging capital markets: evidence from Istanbul stock exchangearticle · 4 shared references 2005Fractional integration in daily stock market indexesarticle · 4 shared references 2007Long memory in the Portuguese stock marketarticle · 4 shared references 2012Real or spurious long memory characteristics of volatility: Empirical evidence from an emerging marketarticle · 4 shared references

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Year2004

Typearticle

Published2004-03-23

VenueChaos Solitons & Fractals

ISSN-L0960-0779

Languageen

Citations209

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.chaos.2004.02.005

openalex_workW2062289616

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