Browsing by Author "Benjelloun, H."
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Do general indexes mask sectoral efficiencies?: A multiple variance ratio assessment of Middle Eastern equity markets
Benjelloun, H.; Squalli, J. ( Emerald Group Publishing Limited , 2008 , Article)Purpose - The purpose of the paper is to attempt to shed light on whether the use of general indexes may mask sectoral efficiencies by investigating the random walk (RW) and weak-form efficiency (WFE) hypotheses in the ...