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The importance of using a test of weak-form market efficiency that does not require investigating the data first
Aumeboonsuke, Vesarach; Dryver, Arthur L. - In: International review of economics & finance : IREF 33 (2014), pp. 350-357
Persistent link: https://www.econbiz.de/10010532717
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Do stock markets follow a random walk? : new evidence for an old question
Durusu-Ciftci, Dilek; Ispir, M. Serdar; Kok, Dundar - In: International review of economics & finance : IREF 64 (2019), pp. 165-175
Persistent link: https://www.econbiz.de/10012372744
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Weak form efficiency and martingale difference sequence tests of six African stock market indexes
Setlhare, Lexi L.; Kouassi, Eugène - In: The empirical economics letters : a monthly … 15 (2016) 1, pp. 37-44
Persistent link: https://www.econbiz.de/10011579682
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Are Northeast Asian stock markets weak form efficient? : evidence based on multiple variance ratio tests
Shaik, Muneer - In: The empirical economics letters : a monthly … 16 (2017) 4, pp. 311-320
Persistent link: https://www.econbiz.de/10011794396
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The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches
Aye, Goodness C.; Gil-Alaña, Luis A.; Gupta, Rangan; … - In: International review of economics & finance : IREF 51 (2017), pp. 283-294
Persistent link: https://www.econbiz.de/10011754449
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A variance-ratio test of random walk in international stock markets
Li, Bin; Liu, Benjamin - In: The empirical economics letters : a monthly … 11 (2012) 8, pp. 775-782
Persistent link: https://www.econbiz.de/10010199252
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Testing the efficiency of stock market using nonlinear unit root : evidence from India
Suresh, K. G.; Tiwari, Aviral Kumar - In: The empirical economics letters : a monthly … 14 (2015) 6, pp. 543-549
Persistent link: https://www.econbiz.de/10011419117
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Testing for unit roots in three-regime SETAR models : application to the United States per capita real health care expenditure time series
Murthy, Vasudeva N. R. - In: The empirical economics letters : a monthly … 14 (2015) 4, pp. 307-314
Persistent link: https://www.econbiz.de/10011418844
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Return predictability and efficiency in Bombay stock exchange
Bhattacharya, Mousumi; Bhattacharya, Sharad Nath - In: The empirical economics letters : a monthly … 16 (2017) 5, pp. 387-399
Persistent link: https://www.econbiz.de/10011802078
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Stock exchange mergers and weak form of market efficiency : the case of Euronext Lisbon
Khan, Walayet; Vieito, João Paulo - In: International review of economics & finance : IREF 22 (2012) 1, pp. 173-189
Persistent link: https://www.econbiz.de/10009618684