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

DOI10.1016/S0165-1765(99)00074-9zbMath0970.91520OpenAlexW2078927112MaRDI QIDQ1960342

Anna Zalewska-Mitura, Stephen G. Hall

Publication date: 12 January 2000

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00074-9

zbMATH Keywords

learningefficiencyemerging stock marketstransition economies

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Statistical methods; economic indices and measures (91B82)

Related Items (3)

Market efficiency of the post communist East European stock markets ⋮ A nonlinear Bayesian filtering approach to estimating adaptive market effciency ⋮ SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation

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