CAN INFORMATION AND COMMUNICATION TECHNOLOGY IMPROVE STOCK MARKET EFFICIENCY? A CROSS‐COUNTRY STUDY

DOI10.1111/BOER.12151zbMath1431.91449OpenAlexW2789950672WikidataQ130076758 ScholiaQ130076758MaRDI QIDQ5215943

Tou-Chin Tsai, M. Lio, Jau-er Chen, Ming-Hsuan Lee

Publication date: 14 February 2020

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/boer.12151

zbMATH Keywords

unit rootmarket efficiencyvariance ratiodynamic panel data (DPD) modelinformation and communication technology (ICT)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

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