Weak-Efficient Market Hypothesis for Nine Transition Countries－Sequential Panel Selection Method
碩士 === 逢甲大學 === 金融碩士在職專班 === 100 === ABSTRACT This study applies the Sequential Panel Selection Method (SPSM) procedure proposed by Chortareas and Kapetanios (2009) to investigate the time-series properties of stock prices for the nine transition countries during the 2000.10 to 2010.11 period. SPSM...
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| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/79y3pw |