CAN INFORMATION AND COMMUNICATION TECHNOLOGY IMPROVE STOCK MARKET EFFICIENCY? A CROSS‐COUNTRY STUDY

DOI10.1111/BOER.12151zbMATH Open1431.91449OpenAlexW2789950672WikidataQ130076758 ScholiaQ130076758MaRDI QIDQ5215943FDOQ5215943

Authors: Ming-Hsuan Lee, Tou-Chin Tsai, Jau-er Chen, M. Lio 

Publication date: 14 February 2020

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/boer.12151

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zbMATH Keywords

unit rootmarket efficiencyvariance ratiodynamic panel data (DPD) modelinformation and communication technology (ICT)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Cited In (3)

• Informational inefficiency in financial markets
• The role of market efficiency on implied cost of capital estimates: an international perspective
• Information transition in trading and its effect on market efficiency: an entropy approach

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