Estimating a degree of evolving market efficiency: How efficient is the Romanian stock market?
Maria V. KulikovaDavid R. TaylorGennady Yu. KulikovPublished in: ICSTCC (2021)
Keyphrases
- stock market
- stock price
- stock exchange
- short term
- trading rules
- financial data
- financial time series
- financial markets
- listed companies
- chinese stock market
- stock data
- market prices
- stock returns
- garch model
- foreign exchange
- trading strategies
- stock trading
- stock market data
- technical indicators
- stock index futures
- financial news
- long term
- non stationary
- decision making
- data mining