Browsing by Author "Meki, Brian"
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Examining long-run relationships of the BRICS stock market indices to identify opportunities for implementation of statistical arbitrage strategies
Meki, Brian (University of the Western Cape, 2012)Purpose:This research investigates the existence of long-term equilibrium relationships among the stock market indices of Brazil, Russia, India, China and South Africa (BRICS). It further investigates cointegrated stock ...