Can emerging markets be a source of global troubles again?
نویسندگان
چکیده
منابع مشابه
Long Memory in Stock Returns: A Study of Emerging Markets
The present study aimed at investigating the existence of long memory properties in ten emerging stock markets across the globe. When return series exhibit long memory, it indicates that observed returns are not independent over time. If returns are not independent, past returns can help predict future returns, thereby violating the market efficiency hypothesis. It poses a serious challenge to ...
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ژورنال
عنوان ژورنال: Russian Journal of Economics
سال: 2019
ISSN: 2405-4739,2618-7213
DOI: 10.32609/j.ruje.5.35506