Martingales in European emerging stock markets: Size, liquidity and market quality

European Journal of Finance

Volumn 15, Issue 3, 2009, Pages 249-262

  Smith, Graham ^a  

^a UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Capitalisation; Conditional heteroscedasticity; European stock markets; Liquidity; Market quality; Martingale; Variance ratio test; Wild bootstrap

Indexed keywords

EID: 67650970737     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470802423262     Document Type: Article

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