Are European equity markets efficient? New evidence from fractal analysis.

Research output: Contribution to journalArticlepeer-review

Standard Standard

Are European equity markets efficient? New evidence from fractal analysis. / Onali, E.; Goddard, J.A.
In: International Review of Financial Analysis, Vol. 20, No. 2, 01.04.2011, p. 59-67.

Research output: Contribution to journalArticlepeer-review

HarvardHarvard

Onali, E & Goddard, JA 2011, 'Are European equity markets efficient? New evidence from fractal analysis.', International Review of Financial Analysis, vol. 20, no. 2, pp. 59-67. https://doi.org/10.1016/j.irfa.2011.02.004

APA

CBE

MLA

VancouverVancouver

Onali E, Goddard JA. Are European equity markets efficient? New evidence from fractal analysis. International Review of Financial Analysis. 2011 Apr 1;20(2):59-67. doi: 10.1016/j.irfa.2011.02.004

Author

Onali, E. ; Goddard, J.A. / Are European equity markets efficient? New evidence from fractal analysis. In: International Review of Financial Analysis. 2011 ; Vol. 20, No. 2. pp. 59-67.

RIS

TY - JOUR

T1 - Are European equity markets efficient? New evidence from fractal analysis.

AU - Onali, E.

AU - Goddard, J.A.

PY - 2011/4/1

Y1 - 2011/4/1

U2 - 10.1016/j.irfa.2011.02.004

DO - 10.1016/j.irfa.2011.02.004

M3 - Article

VL - 20

SP - 59

EP - 67

JO - International Review of Financial Analysis

JF - International Review of Financial Analysis

SN - 1057-5219

IS - 2

ER -