Title:

Frontier Markets' Efficiency: Mutual Information and Detrended Fluctuation Analyses

Authors:

Wahbeeah Mohti (U Évora)
Andreia Dionísio (U Évora)
Paulo Ferreira (Inst Politécnico de Portalegre)
Isabel Vieira (U Évora)

Journal:

Journal Of Economic Interaction And Coordination

Year:

2019

Volume:

14

Number:

3

Pages:

551-572

JEL codes:

O16 - Economic Development: Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
G14 - Information and Market Efficiency; Event Studies

DOI:

10.1007/s11403-018-0224-9