Examining the Islamic stock market efficiency: Evidence from nonlinear ESTAR unit root tests

Examining the Islamic stock market efficiency: Evidence from nonlinear ESTAR unit root tests

<span style="font-size: 12.0pt; line-height: 115%; font-family: &quot;Times New Roman&quot;,&quot;serif&quot;; mso-fareast-font-family: SimSun; mso-ansi-language: EN-US; mso-fareast-language: ZH-CN; mso-bidi-language: AR-SA;">This paper empirically examines the effici...

Full description

Bibliographic Details
Main Authors: Rahmat Heru Setianto, Turkhan Ali Abdul Manap
Format: Article
Language:English
Published: Universitas Indonesia 2015-04-01
Series:Indonesian Capital Market Review
Subjects:
Islamic stock market, Efficient market hypothesis, Nonlinearity
Online Access:http://journal.ui.ac.id/index.php/icmr/article/view/4355

Internet

http://journal.ui.ac.id/index.php/icmr/article/view/4355

Similar Items