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

Research output: Contribution to conference › Paper

Standard Standard

Are European stock markets efficient? New evidence from fractal analysis. / Onali, E.; Goddard, J.
2010. Paper presented at European Financial Management Association symposium in Beijing.

Research output: Contribution to conference › Paper

HarvardHarvard

Onali, E & Goddard, J 2010, 'Are European stock markets efficient? New evidence from fractal analysis.', Paper presented at European Financial Management Association symposium in Beijing, 3/01/01.

APA

Onali, E., & Goddard, J. (2010). Are European stock markets efficient? New evidence from fractal analysis.. Paper presented at European Financial Management Association symposium in Beijing.

CBE

Onali E, Goddard J. 2010. Are European stock markets efficient? New evidence from fractal analysis. Paper presented at European Financial Management Association symposium in Beijing.

MLA

Onali, E. and J. Goddard Are European stock markets efficient? New evidence from fractal analysis.. European Financial Management Association symposium in Beijing, 03 Jan 0001, Paper, 2010.

VancouverVancouver

Onali E, Goddard J. Are European stock markets efficient? New evidence from fractal analysis.. 2010. Paper presented at European Financial Management Association symposium in Beijing.

Author

Onali, E. ; Goddard, J. / Are European stock markets efficient? New evidence from fractal analysis. Paper presented at European Financial Management Association symposium in Beijing.

RIS

TY - CONF

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

AU - Onali, E.

AU - Goddard, J.

PY - 2010/1/1

Y1 - 2010/1/1

M3 - Paper

T2 - European Financial Management Association symposium in Beijing

Y2 - 3 January 0001

ER -