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...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Publishing
2020-02-01
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| Series: | Journal of Asian Business and Economic Studies |
| Subjects: | |
| 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 |