Are Northeast Asian stock markets weak form efficient? : evidence based on multiple variance ratio tests
Muneer Shaik
| Year of publication: |
April 2017
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| Authors: | Shaik, Muneer |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 16.2017, 4, p. 311-320
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| Subject: | Multiple variance ratio tests | Random walk | Stock market efficiency | Bootstrap | Joint test | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Random Walk | Asien | Asia | Varianzanalyse | Analysis of variance | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011794396