The global financial crisis impact on stock market efficiency: a Fourier unit root tests analysis-Reference-Cited by-同舟云学术

The global financial crisis impact on stock market efficiency: a Fourier unit root tests analysis

Published:2024-09 Issue:1 Volume:12 Page:
ISSN:2332-2039
Container-title:Cogent Economics & Finance
language:en
Short-container-title:Cogent Economics & Finance

Author:

Shaik Muneer¹^ORCID,Kamdar Pratik²,Nawaz Nishad³,Rabbani Mustafa Raza⁴^ORCID,E-Vahdati Sahar⁵,Afzal Saifi Mohd.⁶,Grewal Himani⁷

Affiliation:

1. School of Management, Mahindra University, Hyderabad, India

2. Birla Institute of Technology and Science, Pilani, India

3. College of Business Administration, Kingdom University, Bahrain

4. College of Business Administration, University of Khorfakkan, Sharjah, UAE

5. Faculty of Business and Law, Centre for Finance and Corporate Integrity, Coventry University, Coventry, UK

6. Centre for Distance and Online Education (CDOE), Jamia Millia Islamia, New Delhi, India

7. Moradabad Institute of Technology, Moradabad, India

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/23322039.2024.2392627

Reference65 articles.

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3. Mean reversion in international markets: evidence from G.A.R.C.H. and half-life volatility models

4. Examining the non-linear stochastic behavior of the European energy market: evidence from nonlinear unit root tests energy Sources;Aktan C.;Economics, Planning, and Policy,2022

5. Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency