Episodic Non-linearities and Market Efficiency in the Mexican Stock Market
item.contributor.advisor
ORCID:
Journal Title
Journal ISSN
Volume Title
Publisher
item.page.isbn
item.page.issn
item.page.issne
item.page.doiurl
item.page.extent
item.page.accessRights
item.page.other
item.page.references
Abstract
We investigate the weak form of the efficient capital market hypothesis through the detection of a non-linear dynamic with potential for predictability of stock returns in the Mexican stock market. We...
Description
item.page.coverage.spatial
item.page.sponsorship
Citation
Manchester School, 2011, vol. 79, n° 3, p. 367-380
Keywords
item.page.dc.rights
item.page.dc.rights.url
Estadísticas de uso
1 0,8 0,5 0,3 0
Agosto 2025Septiembre 2025Octubre 2025Noviembre 2025Diciembre 2025Enero 2026Febrero 2026