The weak-form efficiency of Asian stock markets : new evidence from generalized spectral martingale test
Year of publication: |
2012
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Authors: | Lim, Kian-Ping ; Luo, Weiwei |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 19.2012, 10/12, p. 905-908
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Subject: | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Asien | Asia | Schätzung | Estimation | Börsenkurs | Share price | Martingal | Martingale | Statistischer Test | Statistical test |
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