The behaviour of Irish ISEQ index: some new empirical tests

Philip Hamill, Kwaku Opong and Dan Sprevak

Applied Financial Economics, 2000, vol. 10, issue 6, 693-700

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.

Date: 2000
References: View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/096031000438042 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:apfiec:v:10:y:2000:i:6:p:693-700

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAFE20

DOI: 10.1080/096031000438042

Access Statistics for this article

Applied Financial Economics is currently edited by Anita Phillips

More articles in Applied Financial Economics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().