On the dynamics of international stock market efficiency

Mohammed Khaled and Stephen Keef

No 18605, Working Paper Series from Victoria University of Wellington, School of Economics and Finance

Abstract: Purpose – to measure the temporal change in market efficiency of 17 international stock indices based on small firms.

Keywords: Market efficiency; International; Stock indices; Panel model; Granger causality (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:vuw:vuwecf:18605

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