Are ASEAN stock market efficient? Evidence from univariate and multivariate variance ratio tests
| Year of publication: |
2011
|
|---|---|
| Authors: | Guidi, Francesco ; Gupta, Rakesh |
| Institutions: | Department of Accounting, Finance and Economics, Griffith Business School |
| Subject: | ASEAN | Efficient market hypothesis | Variance ratio | Cointegration |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | G22 - Insurance; Insurance Companies ; G14 - Information and Market Efficiency; Event Studies ; G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10009351476