MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01644nam a22002537a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20240502104038.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
230626b |||||||| |||| 00| 0 eng d |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER |
|---|
| International Standard Serial Number |
13504851 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
MSU |
| Transcribing agency |
MSU |
| Description conventions |
rda |
| Language of cataloging |
English |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HB1.A666 APP |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Enninful, Kwesi |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Robust weak-form efficiency tests in volatile European equity indices |
| Statement of responsibility, etc. |
created by Kwesi Enninful and Michael Mark Dowling |
| 264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New York: |
| Name of producer, publisher, distributor, manufacturer |
Taylor and Francis, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2013 |
| 336 ## - CONTENT TYPE |
|---|
| Source |
rdacontent |
| Content type term |
text |
| Content type code |
txt |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| Media type code |
n |
| 338 ## - CARRIER TYPE |
|---|
| Source |
rdacarrier |
| Carrier type term |
volume |
| Carrier type code |
nc |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Applied economics letters |
| Volume/sequential designation |
Volume 20, number 9 |
| 520 3# - SUMMARY, ETC. |
|---|
| Summary, etc. |
Robust weak-form efficiency tests are conducted to examine market efficiency in two pan-European indices: the large capitalization EuroStoxx 50 and the small capitalization EuroStoxx Small from January 2000 to March 2012. Application of the nonparametric Belaire-Franch and Opong (2005) multiple Variance Ratio (VR) test and Kim's (2006) wild bootstrap technique shows that large capitalization stocks display evidence of negative serial correlation in the recent time period, and these indices do generally have greater weak-form efficiency over longer time windows. This finding contrasts with Hung et al. (2009), particularly in large capitalization equities, and suggests that weak-form efficiency can be influenced by high market volatility. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Weak - form efficiency |
| Form subdivision |
Kim wild bootstrap |
| General subdivision |
Variance ratio |
| Geographic subdivision |
Europe |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Dowling, Michael Mark |
| Relator term |
co-author |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://doi.org/10.1080/13504851.2012.754539 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Journal Article |