Montenegrin Stock Exchange Market on a Short-Term Perspective

The objective of this study is to analyse the constitution of the emerging Montenegrin stock exchange. Four methodological time-series econometric steps are involved: the augmented Dickey–Fuller (ADF) test, run test, autocorrelation function (ACF) test, and Hurst test. The study utilises a daily dat...

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Veröffentlicht in:	Journal of risk and financial management 2023-07, Vol.16 (7), p.315
Hauptverfasser:	Backović, Tamara, Karadžić, Vesna, Gričar, Sergej, Bojnec, Štefan
Format:	Artikel
Sprache:	eng
Schlagworte:	Capital markets Economic crisis Efficiency Efficient markets Emerging markets GDP Gross Domestic Product Industrial efficiency Investments Pandemics Random walk theory Securities industry Securities markets Stock exchanges Stock-exchange Stocks
Online-Zugang:	Volltext
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