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The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets · Study

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ArticleThe dynamic behavior of evolving efficiency: Evidence from the UAE stock markets

Mohammad Al‐Shboul2018

Article2018

The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets

Mohammad Al‐Shboul · Nizar Mohammad Alsharari

36 citations·0/0 files stored·The Quarterly Review of Economics and Finance

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Stock Market Forecasting Methods

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References

1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING 2003The great reversals: the politics of financial development in the twentieth century 1993A long memory property of stock market returns and a new model 1996Fractionally integrated generalized autoregressive conditional heteroskedasticity 1996Long memory processes and fractional integration in econometrics

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2020Testing for efficiency in the Saudi stock market: does corporate governance change matter?2022Dividend policy, its asymmetric behavior and stock liquidity

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Details

Year2018

Typearticle

Published2018-05-24

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations36

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.qref.2018.05.007

openalex_workW2804485579

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