The comparative dynamics of developed and emerging stock markets: a long memory perspective

HIGHLIGHTS

  • who: Sharad Nath Bhattacharya and collaborators from the Indian Institute of Management, Shillong, India have published the article: The Comparative Dynamics of Developed and Emerging Stock Markets: A Long Memory Perspective, in the Journal: (JOURNAL)
  • what: The paper explores the difference in efficiency between developed and market from perspective for the period 2000 to 2015. This study has important implications for global investment decisions.
  • how: For emerging market category the authors selected Hungary (BUX) China (SHCOMP) Brazil (IBOVESPA) Chile (IPSA) India (NIFTY) Korea (KOSPI) Malaysia (KLSE) Mexico (MXX-IPC) MICEX (Russia) and TWII . . .

     

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