Are Asian stock markets efficient? : evidence from new multiple variance ratio tests
Year of publication: |
2008
|
---|---|
Authors: | Kim, Jae H. ; Shamsuddin, Abul |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 3, p. 518-532
|
Subject: | Martingal | Martingale | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Statistischer Test | Statistical test |
-
Kumar, Dilip, (2012)
-
Efficient market hypothesis in European stock markets
Borges, Maria Rosa, (2010)
-
Adaptive market hypothesis : the story of the stock markets and COVID-19 pandemic
Okorie, David Iheke, (2021)
- More ...
-
Short-horizon return predictability in international equity markets
Shamsuddin, Abul, (2010)
-
Short-horizon return predictability in international equity markets
Shamsuddin, Abul, (2009)
-
Stock return predictability and the adaptive markets hypothesis : evidence from century-long US data
Kim, Jae H., (2011)
- More ...