AN EXAMINATION OF THE DYNAMICS IN THE MOSCOW EXCHANGE: SOME EMPIRICAL TESTS FOR SECTORIAL MARKET EFFICIENCY
The purpose of this paper is to investigate the possibility of short run dynamics among sectorial stock markets of the Moscow Exchange (MOEX). “Causality” tests provide a statistical framework of testing the extent of possible links among equity indices. In addition, we examine the degree of autoc...
| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Южно-Российский институт управления - филиал РАНХиГС
2018-12-01
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| Series: | Государственное и муниципальное управление |
| Subjects: | |
| Online Access: | http://upravlenie.uriu.ranepa.ru/wp-content/uploads/2018/12/67-71-1.pdf |