Random walk in emerging Asian stock markets
Year of publication: |
January 2017
|
---|---|
Authors: | Shaik, Muneer ; Maheswaran, S. |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 9.2017, 1, p. 20-31
|
Subject: | unit root tests | random walk | weak-form efficiency | stock indices | emerging asian markets | global financial crisis | Random Walk | Random walk | Asien | Asia | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Finanzkrise | Financial crisis | Einheitswurzeltest | Unit root test | Schwellenländer | Emerging economies | Aktienindex | Stock index | Finanzmarkt | Financial market |
-
Heng, Panha, (2014)
-
Tiwari, Aviral Kumar, (2014)
-
Testing weak form efficiency in the South African market
Gräter, Elmar, (2015)
- More ...
-
Expected lifetime range ratio to find mean reversion: Evidence from Indian stock market
Shaik, Muneer, (2018)
-
Shaik, Muneer, (2019)
-
Robust volatility estimation with and without the drift parameter
Shaik, Muneer, (2019)
- More ...