Long Memory and Stock Market Efficiency: Case of Saudi Arabia
This paper examines the market efficiency of Saudi Arabia stock exchange market namely Tadawul All Share Index, TASI, for the period from 1998 to 2020. To test the efficiency of stock market, we analyze the dependence structure of stock market index returns and volatility. The results demonstrate t...
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| Format: | Article |
| Language: | English |
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EconJournals
2020-04-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/9568 |
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Long Memory and Stock Market Efficiency: Case of Saudi Arabia
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Long Memory and Stock Market Efficiency: Case of Saudi Arabia
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