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)
Full text not currently available from Enlighten.
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, Professor 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 |
University Staff: Request a correction | Enlighten Editors: Update this record
Deposit and Record Details
Deposit and Record Details