The global financial crisis impact on stock market efficiency: a Fourier unit root tests analysis

IF 2 Q2 ECONOMICS

Cogent Economics & Finance Pub Date : 2024-09-01 DOI:10.1080/23322039.2024.2392627

Muneer Shaik, Pratik Kamdar, Nishad Nawaz, Mustafa Raza Rabbani, Sahar E-Vahdati, Mohd. Afzal Saifi, Himani Grewal

引用次数: 0

Abstract

This study investigates how the Global Financial Crisis has affected the weak-form Efficient Market Hypothesis (EMH) on the stock prices of sixteen nations throughout the globe based on a suite of ...

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全球金融危机对股市效率的影响：傅立叶单位根检验分析

本研究基于一套分析工具，探讨了全球金融危机如何影响了全球 16 个国家股票价格的弱式有效市场假说（EMH）。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Cogent Economics & Finance ECONOMICS-

CiteScore

3.00

自引率

15.80%

发文量

309

审稿时长

12 weeks

期刊介绍： Cogent Economics & Finance, part of Taylor & Francis / Routledge, is a multidisciplinary open access journal publishing high-quality peer-reviewed research by authors from across the globe. Our inclusive nature ensures we cover the entire scope of economics and finance research – from financial economics to economic philosophy and everything in between, including replication studies – and we make sure this research is visible to everyone, anywhere, any time. Cogent Economics & Finance is headed up by an expert team of Senior Editors who, in keeping with our vision of inclusivity and sharing, evaluate submissions on scholarly merit and research integrity. Manuscripts are never rejected purely on the grounds of perceived importance or impact on the research community; article-level metrics allow the research to be assessed on its own merit.