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Statistical arbitrage in emerging markets: A global test of efficiency
ArticleAbstract: In this paper, we use a statistical arbitrage method in different developed and emerging countries tPalabras claves:Co-movement, EFFICIENCY, Emerging markets, financial markets, Hurst exponent, Long memory, Pairs tradingAutores:Karen A. Balladares, Ramos-Requena J.P., Sánchez-Granero M.A., Trinidad-Segovia J.E.Fuentes:scopusTesting the efficient market hypothesis in Latin American stock markets
ArticleAbstract: We propose a novel approach to study if Latin America Stock Markets are Efficient. This test is basePalabras claves:Efficient markets, Hurst exponent, Long memory, Statistical arbitrageAutores:Karen A. Balladares, Karen Balladares, Ramos-Requena J.P., Sánchez-Granero M.A., Trinidad-Segovia J.E.Fuentes:googlescopus