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Keywords: Multilevel modeling
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Journal Articles
Journal:
Revista de Gestão
Revista de Gestao (2024) 31 (2): 215–236.
Published: 07 August 2023
...-of-the-market index from 50 countries, between 1990 and 2022. The sample includes emerging countries, developed countries and frontier markets. Then, the authors ran multilevel modeling using Hurst exponent as an informational efficiency metric estimated by two different moving windows: 500 and 1,250...
