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- W3017333574 abstract "This study investigates the efficiency of some select stock markets. Using an improved wavelet estimator of long range dependence, we show evidence of long memory in the stock returns of some emerging Asian economies. However, developed markets of Europe and the United States did not exhibit long memory thereby confirming the efficiency of developed stock markets. On the other hand, emerging Asian markets are found to be less efficient as long memory is more pronounced in these markets." @default.
- W3017333574 created "2020-04-24" @default.
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- W3017333574 date "2020-04-18" @default.
- W3017333574 modified "2023-09-27" @default.
- W3017333574 title "Long memory in select stock returns using an alternative wavelet log-scale alignment approach" @default.
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