Efficient Market Hypothesis and Comovement Among Emerging Markets = Etkin Piyasa Hipotezi ve Gelişmekte Olan Piyasaların Birlikte Hareketi
The main purpose of this study is to investigate stock market cointegration from the market efficiency perspective. Therefore, eleven emerging stock market indices are tested by using weekly data for the period of January 1998-December 2008 and for the sub period of January 2002-December 2008. Comov...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Dogus University
2010-06-01
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| Series: | Doğuş Üniversitesi Dergisi |
| Subjects: | |
| Online Access: | http://journal.dogus.edu.tr/index.php/duj/article/view/26 |