The behaviour of Irish ISEQ index: some new empirical tests

Hamill, P. A., Opong, K. K. and Sprevak, D. (2000) The behaviour of Irish ISEQ index: some new empirical tests. Applied Financial Economics, 10(6), pp. 693-700. (doi:10.1080/096031000438042)

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Abstract

This study applies statistical tools, derived from chaos theory, to examine the behaviour of the ISEQ equity index on the Dublin Stock Exchange. Evidence that the ISEQ index series does not behave as a realization of a sequence of independent, identically distributed random variables (IID) is provided.

Item Type:Articles
Status:Published
Refereed:Yes
Glasgow Author(s) Enlighten ID:Hamill, Prof Philip and Opong, Professor Kwaku
Authors: Hamill, P. A., Opong, K. K., and Sprevak, D.
College/School:College of Social Sciences > Adam Smith Business School > Accounting and Finance
Journal Name:Applied Financial Economics
Publisher:Taylor and Francis
ISSN:0960-3107
ISSN (Online):1466-4305

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