Adaptive market hypothesis: An empirical analysis of the Wine Market
We test the nature of weak form informational efficiency present in the wine market using daily return of LIV-EX 50 index from 1/1/2010 to 12/6/2020. First, we employ a number of statistical tests including variance ratio tests, tests for linear and non-linear dependence and Hurst coefficient. The t...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Firenze University Press
2021-11-01
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| Series: | Wine Economics and Policy |
| Subjects: | |
| Online Access: | https://oaj.fupress.net/index.php/wep/article/view/9492 |
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