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Journal of Emerging Market Finance -- Archive of Issues by Date

SAGE Publications
Cointegration and Market Efficiency

Cointegration and Market Efficiency Abstract Asset markets in emerging-market economies are generally thought to be less efficient than the larger, more liquid and thick market...

The Return Predictability and Market Efficiency of the KLSE CI Stock Index Futures Market

The Return Predictability and Market Efficiency of the KLSE CI Stock Index Futures Market Wee Ching Pok, Faculty of Accountancy, Universiti Technologi MARA, Malaysia S. Poshakwale, School of Managemen...