Keywords: Linearity test of Harvey et al. (2008)
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Journal Articles
Journal of Islamic Accounting and Business Research (2023) 14 (4): 629–651.
Published: 09 December 2022
... and/or conventional stock market would be efficient through the non-stationarity test of the stock indices. Design/methodology/approach The authors conduct the linearity test of Harvey et al. (2008) to identify whether the considered series has linear or nonlinear behavior. If the time series exhibits...

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