Kwesi Enninful

Dublin City University

Ireland 9

Dublin 9, leinster 9

Ireland

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Scholarly Papers (1)

1.

Robust Weak-Form Efficiency Tests in Volatile European Equity Indices

Applied Economics Letters, Vol. 20, No. 9, 2013
Number of pages: 11 Posted: 03 Nov 2012 Last Revised: 23 Sep 2013
Kwesi Enninful and Michael M. Dowling
Dublin City University and ESC Rennes School of Business
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Abstract:

Variance Ratio, Kim wild bootstrap, weak-form efficiency, European equity