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Volumn 16, Issue 5, 2009, Pages 485-487

The informational efficiency: The emerging markets versus the developed markets

Author keywords

[No Author keywords available]

Indexed keywords

MEASUREMENT METHOD; STOCK MARKET; TIME SERIES ANALYSIS;

EID: 61849154124     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/17446540802216219     Document Type: Article
Times cited : (54)

References (11)
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    • Bassler, K., Gunaratne, G. and McCauley, J. (2006) Markov processes, Hurst exponents, and nonlinear diffusion equations: With application to finance. Physica A, 369, pp. 343-353.
    • (2006) Physica A , vol.369 , pp. 343-353
    • Bassler, K.1    Gunaratne, G.2    McCauley, J.3
  • 2
    • 1842832071 scopus 로고    scopus 로고
    • Ranking efficiency for emerging markets
    • Cajueiro, D. and Tabak, B. (2004) Ranking efficiency for emerging markets. Chaos, Solitions and Fractals, 22, pp. 349-352.
    • (2004) Chaos, Solitions and Fractals , vol.22 , pp. 349-352
    • Cajueiro, D.1    Tabak, B.2
  • 3
    • 4243153929 scopus 로고    scopus 로고
    • Ranking efficiency for emerging markets II
    • Cajueiro, D. and Tabak, B. (2005) Ranking efficiency for emerging markets II. Chaos, Solitions and Fractals, 23, pp. 671-675.
    • (2005) Chaos, Solitions and Fractals , vol.23 , pp. 671-675
    • Cajueiro, D.1    Tabak, B.2
  • 5
    • 0037330341 scopus 로고    scopus 로고
    • A review of symbolic analysis of experimental data
    • Daw, C., Finney, C. and Tracy, E. (2003) A review of symbolic analysis of experimental data. Review of Scientific Instruments, 74, pp. 915-930.
    • (2003) Review of Scientific Instruments , vol.74 , pp. 915-930
    • Daw, C.1    Finney, C.2    Tracy, E.3
  • 6
    • 61849181755 scopus 로고    scopus 로고
    • Symbolic time-series analysis of engine combustion measurements, SAE Paper No. 980624
    • February 1998, USA and published in the Society of Automotive Engineers, Detroit, MI
    • Finney, C., Daw, C. and Green, J. (1998) Symbolic time-series analysis of engine combustion measurements, SAE Paper No. 980624. International Congress & Exposition, February 1998, USA and published in the Society of Automotive Engineers, Detroit, MI
    • (1998) International Congress & Exposition
    • Finney, C.1    Daw, C.2    Green, J.3
  • 7
    • 1442358083 scopus 로고    scopus 로고
    • Can one make any crash prediction in finance using the local Hurst exponent idea?
    • Grech, D. and Mazur, Z. (2004) Can one make any crash prediction in finance using the local Hurst exponent idea?. Physica A, 336, pp. 133-145.
    • (2004) Physica A , vol.336 , pp. 133-145
    • Grech, D.1    Mazur, Z.2
  • 8
    • 0002484986 scopus 로고
    • Stock market prices do not follow random walks: Evidence from a simple specification test
    • Lo, A. and MacKinlay, A. (1988) Stock market prices do not follow random walks: Evidence from a simple specification test. The Review of Financial Studies, 1, pp. 41-66.
    • (1988) The Review of Financial Studies , vol.1 , pp. 41-66
    • Lo, A.1    MacKinlay, A.2
  • 9
    • 33947388341 scopus 로고    scopus 로고
    • Hurst exponents, Markov processes, and fractional Brownian motion
    • McCauley, J., Gunaratne, G. and Bassler, K. (2007) Hurst exponents, Markov processes, and fractional Brownian motion. Physica A, 379, pp. 1-9.
    • (2007) Physica A , vol.379 , pp. 1-9
    • McCauley, J.1    Gunaratne, G.2    Bassler, K.3
  • 10
    • 84856043672 scopus 로고
    • A mathematical theory of communication
    • Shannon, C. (1948) A mathematical theory of communication. Bell System Technical Journal, 27, pp. 379-423.
    • (1948) Bell System Technical Journal , vol.27 , pp. 379-423
    • Shannon, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.