Efficiency of Asean-5 Markets: An Detrended Fluctuation Analysis

Rui Dias (), Paula Heliodoro and Paulo Alexandre

Journal of Innovative Business and Management, 2020, vol. 12, issue 2, 13-19

Abstract: This study intends to analyse efficiency, in its weak form, in the financial markets of Indonesia, Malaysia, Philippines, Singapore, Thailand (Asean-5), and China, during the global pandemic (Covid-19).

Keywords: Covid-19; Asean-5; long memories; arbitrage; portfolio diversification (search for similar items in EconPapers)
JEL-codes: C58 F3 G10 G11 G12 G14 G15 (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:dob:journl:v:12:y:2020:i:2:a:2

DOI: 10.32015/JIBM.2020.12.2.2.13-19

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