A long-term memory study of BRICS returns in the stock market
BRICs refers to the five new economic powers including China. Because of this, as an emerging securities market, BRICs is in its infancy, compared with the mature stock market in developed countries, the market efficiency is not high. Therefore, it is of special significance to test its long memory....
Saved in:
Main Author: | Xu, Qianxiang |
---|---|
Format: | text |
Language: | English |
Published: |
Animo Repository
2022
|
Subjects: | |
Online Access: | https://animorepository.dlsu.edu.ph/etdm_finman/6 https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1005&context=etdm_finman |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | De La Salle University |
Language: | English |
Similar Items
-
Major market influencers: The co-integration of the Philippine stock market with the U.S. and selected Asian stock markets
by: King, Ryan Paolo O., et al.
Published: (2017) -
Cross-country analysis of December effect: Determining the presence and consistency of December effect in the stock market of the Philippines, Singapore and Malaysia using daily stock indices returns for the periods 2000-2012
by: Gangcuangco, Mark Anthony C., et al.
Published: (2013) -
An application of three-factor model on portfolio stock returns of the Philippine stock market for the years 1995-2004
by: Choi, Mary Grace L., et al.
Published: (2005) -
A study on the linkages between China and selected ASEAN stock indices for the period February 2006 to August 2007 Choy, Kimberly L., Chua, Fely Lyn C., Lim, Mark Khristoffer C., Sy, Winchester H.
by: Choy, Kimberly L., et al.
Published: (2008) -
An event study on the effects of US national events on the US stock market and the Philippine stock market for the period 1997-2006
by: Castillo, Mariel, et al.
Published: (2007)