Growth enterprise market in Hong Kong: Efficiency evolution and long memory in return and volatility

Growth enterprise market in Hong Kong: Efficiency evolution and long memory in return and volatility

Purpose – Growth enterprise market (GEM) in Hong Kong is acknowledged as one of the world’s most successful examples of small and medium enterprise (SME) stock market. The purpose of this paper is to examine the evolving efficiency and dual long memory in the GEM. This paper also explores the joint...

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Bibliographic Details
Main Authors: Trang Nguyen, Taha Chaiechi, Lynne Eagle, David Low
Format: Article
Language:English
Published: Emerald Publishing 2020-02-01
Series:Journal of Asian Business and Economic Studies
Subjects:
inflation
structural breaks
thin trading
dual long memory
evolution towards efficiency
Online Access:https://www.emerald.com/insight/content/doi/10.1108/JABES-01-2019-0009/full/pdf?title=growth-enterprise-market-in-hong-kong-efficiency-evolution-and-long-memory-in-return-and-volatility

Internet

https://www.emerald.com/insight/content/doi/10.1108/JABES-01-2019-0009/full/pdf?title=growth-enterprise-market-in-hong-kong-efficiency-evolution-and-long-memory-in-return-and-volatility

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