Examining the first stages of market performance: A test for evolving market efficiency

Economics Letters

Volumn 64, Issue 1, 1999, Pages 1-12

  Zalewska Mitura, Anna ^a,b   Hall, Stephen G ^b,c  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b LONDON BUSINESS SCHOOL   (United Kingdom)

^c IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

C5; Efficiency; Emerging stock markets; G1; Learning; Transition economies

Indexed keywords

EID: 0033431309     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(99)00074-9     Document Type: Article

References (3)

1. Emerson R., Hall S.G., Zalewska-Mitura A. Evolving market efficiency with an application to some Bulgarian shares. Economics of Planning. 30:1997;75-90.
2. Roberts, H., 1967. Statistical versus clinical prediction of the stock market. Unpublished manuscript, Centre for Research in Security Prices, University of Chicago, May.
3. Zalewska-Mitura, A., 1998. Emerging markets from Central and Eastern Europe: problem of thin trading, price limits and evolving market efficiency. London Business School, PhD Thesis.