Matches in SemOpenAlex for { <https://semopenalex.org/work/W2110942893> ?p ?o ?g. }
- W2110942893 abstract "The few existing studies on equity price dynamics and market efficiency for Latin American emerging equity markets show conflicting results. This study uses multiple variance-ratio and auto-regressive fractionally integrated moving-average tests and new data (U.S. dollar-based national equity indexes for the 1987?1997 period) to clarify these results. Documented evidence shows that equity prices in major Latin American emerging equity markets--Argentina, Brazil, Chile and Mexico?follow a random walk, and that they are, generally, weak-form efficient. In sum, therefore, the evidence suggests that international investors in these markets cannot use historical information to design systematically profitable trading schemes because future long-term returns are not dependent on past returns." @default.
- W2110942893 created "2016-06-24" @default.
- W2110942893 creator A5020749849 @default.
- W2110942893 creator A5055847061 @default.
- W2110942893 date "1999-03-09" @default.
- W2110942893 modified "2023-09-24" @default.
- W2110942893 title "Random Walks and Market Efficiency Tests of Latin American Emerging Equity Markets: A Revisit" @default.
- W2110942893 cites W1905171638 @default.
- W2110942893 cites W1963718736 @default.
- W2110942893 cites W1967031021 @default.
- W2110942893 cites W1973694910 @default.
- W2110942893 cites W1975994995 @default.
- W2110942893 cites W1991782433 @default.
- W2110942893 cites W2000531222 @default.
- W2110942893 cites W2004672064 @default.
- W2110942893 cites W2009128817 @default.
- W2110942893 cites W2013833830 @default.
- W2110942893 cites W2022811540 @default.
- W2110942893 cites W2037586880 @default.
- W2110942893 cites W2038621549 @default.
- W2110942893 cites W2053314816 @default.
- W2110942893 cites W2067374063 @default.
- W2110942893 cites W2068427703 @default.
- W2110942893 cites W2090637028 @default.
- W2110942893 cites W2095364399 @default.
- W2110942893 cites W2118391173 @default.
- W2110942893 cites W2119143694 @default.
- W2110942893 cites W3121900378 @default.
- W2110942893 cites W3122965736 @default.
- W2110942893 cites W3123598380 @default.
- W2110942893 hasPublicationYear "1999" @default.
- W2110942893 type Work @default.
- W2110942893 sameAs 2110942893 @default.
- W2110942893 citedByCount "37" @default.
- W2110942893 countsByYear W21109428932012 @default.
- W2110942893 countsByYear W21109428932013 @default.
- W2110942893 countsByYear W21109428932014 @default.
- W2110942893 countsByYear W21109428932015 @default.
- W2110942893 countsByYear W21109428932016 @default.
- W2110942893 crossrefType "posted-content" @default.
- W2110942893 hasAuthorship W2110942893A5020749849 @default.
- W2110942893 hasAuthorship W2110942893A5055847061 @default.
- W2110942893 hasConcept C10138342 @default.
- W2110942893 hasConcept C105795698 @default.
- W2110942893 hasConcept C106159729 @default.
- W2110942893 hasConcept C109168655 @default.
- W2110942893 hasConcept C121087249 @default.
- W2110942893 hasConcept C121194460 @default.
- W2110942893 hasConcept C139719470 @default.
- W2110942893 hasConcept C143801662 @default.
- W2110942893 hasConcept C149782125 @default.
- W2110942893 hasConcept C149866677 @default.
- W2110942893 hasConcept C158886217 @default.
- W2110942893 hasConcept C162324750 @default.
- W2110942893 hasConcept C166957645 @default.
- W2110942893 hasConcept C17744445 @default.
- W2110942893 hasConcept C199539241 @default.
- W2110942893 hasConcept C199728807 @default.
- W2110942893 hasConcept C205649164 @default.
- W2110942893 hasConcept C2776988154 @default.
- W2110942893 hasConcept C2779343474 @default.
- W2110942893 hasConcept C2780299701 @default.
- W2110942893 hasConcept C3019931467 @default.
- W2110942893 hasConcept C33923547 @default.
- W2110942893 hasConcept C46461501 @default.
- W2110942893 hasConcept C556758197 @default.
- W2110942893 hasConcept C71110296 @default.
- W2110942893 hasConceptScore W2110942893C10138342 @default.
- W2110942893 hasConceptScore W2110942893C105795698 @default.
- W2110942893 hasConceptScore W2110942893C106159729 @default.
- W2110942893 hasConceptScore W2110942893C109168655 @default.
- W2110942893 hasConceptScore W2110942893C121087249 @default.
- W2110942893 hasConceptScore W2110942893C121194460 @default.
- W2110942893 hasConceptScore W2110942893C139719470 @default.
- W2110942893 hasConceptScore W2110942893C143801662 @default.
- W2110942893 hasConceptScore W2110942893C149782125 @default.
- W2110942893 hasConceptScore W2110942893C149866677 @default.
- W2110942893 hasConceptScore W2110942893C158886217 @default.
- W2110942893 hasConceptScore W2110942893C162324750 @default.
- W2110942893 hasConceptScore W2110942893C166957645 @default.
- W2110942893 hasConceptScore W2110942893C17744445 @default.
- W2110942893 hasConceptScore W2110942893C199539241 @default.
- W2110942893 hasConceptScore W2110942893C199728807 @default.
- W2110942893 hasConceptScore W2110942893C205649164 @default.
- W2110942893 hasConceptScore W2110942893C2776988154 @default.
- W2110942893 hasConceptScore W2110942893C2779343474 @default.
- W2110942893 hasConceptScore W2110942893C2780299701 @default.
- W2110942893 hasConceptScore W2110942893C3019931467 @default.
- W2110942893 hasConceptScore W2110942893C33923547 @default.
- W2110942893 hasConceptScore W2110942893C46461501 @default.
- W2110942893 hasConceptScore W2110942893C556758197 @default.
- W2110942893 hasConceptScore W2110942893C71110296 @default.
- W2110942893 hasLocation W21109428931 @default.
- W2110942893 hasOpenAccess W2110942893 @default.
- W2110942893 hasPrimaryLocation W21109428931 @default.
- W2110942893 hasRelatedWork W119787610 @default.
- W2110942893 hasRelatedWork W1548805057 @default.
- W2110942893 hasRelatedWork W1967461850 @default.
- W2110942893 hasRelatedWork W1977673367 @default.
- W2110942893 hasRelatedWork W1993564788 @default.