WHY DO EMERGING STOCK MARKETS EXPERIENCE MORE PERSISTENT PRICE DEVIATIONS FROM A RANDOM WALK OVER TIME? A COUNTRY-LEVEL ANALYSIS

Publisher: Cambridge University Press

E-ISSN: 1469-8056|14|S1|3-41

ISSN: 1365-1005

Source: Macroeconomic Dynamics, Vol.14, Iss.S1, 2010-05, pp. : 3-41

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Abstract