Comparative analysis of stochastic seasonality, January effect and market efficiency between emerging and industrialized markets
This study investigates whether there are significant differences in investment returns between emerging markets and industrialized markets in terms of stochastic seasonality, January effect and market efficiency. Data on investments, and returns for nine emerging countries and eleven industrialized...
المؤلفون الرئيسيون: | , , , |
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التنسيق: | مقال |
اللغة: | English |
منشور في: |
Elsevier
2024-04-01
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سلاسل: | Heliyon |
الموضوعات: | |
الوصول للمادة أونلاين: | http://www.sciencedirect.com/science/article/pii/S2405844024043329 |