Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets
Year of publication: |
2008
|
---|---|
Authors: | Lim, Kian-Ping ; Brooks, Robert ; Hinich, Melvin J. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 18.2008, 5, p. 527-544
|
Subject: | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Effizienzmarkthypothese | Efficient market hypothesis | Asien | Asia |
-
Co-integration of Indian stock markets with emerging markets of Asia
Khandelwal, Risha, (2018)
-
Khan, Badal, (2023)
-
Comparison of weak form of market efficiency of developed stock markets with emerging Asian markets
Srivastava, Aman, (2007)
- More ...
-
Time series test of nonlinear convergence and transitional dynamics
Chong, Terence Tai-Leung, (2008)
-
Lim, Kian-Ping, (2009)
-
Statistical inadequacy of GARCH models for Asian stock markets : evidence and implications
Lim, Kian-Ping, (2005)
- More ...