Index

A
Adaptive markets hypothesis (AMH), 150, 151
Grossman-Stiglitz-Keiber explanation
for persistent existence of traders compatible, and consistent, 150
market prices under, 150
permit behavioral biases to exist, 150
ADLI factor, 228
Aforementioned model, 238
African frontier markets, 56
Agency, reputation-compensation scheme, 192
Akaike information criterion, 31
Allocational (economic) efficiency, 4
All Share Index (ALSI), 29
American International Group (AIG), 95
American Stock Exchange (AMEX), 219
Arbitrage, 149

Get Handbook of Frontier Markets now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.

Start your free trial