Listar Revista Espacios por autor "IGNATOVA, Tatiana"
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Tests for sectorial market efficiency of the dynamics in Moscow Exchange
ALEXAKIS, Christos; IGNATOVA, Tatiana; POLYANIN, Andrei (Asociación para el Desarrollo de la Ciencia y la Tecnología, 2019-03-31)The purpose of this paper is to investigate the possibility of short run dynamics among sectorial stock markets of the Moscow Exchange (MOEX). “Causality” tests provide a statistical framework of testing the extent of ...