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Adaptive markets hypothesis : empirical evidence from Montenegro equity market
Popovi´c, Saša; Mugoša, Ana; Đurović, Andrija - In: Economic research 26 (2013) 3, pp. 31-46
Persistent link: https://www.econbiz.de/10010196420
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A variance ratio test of the behaviour of Chinese stock indices
Zhang, Bing; Li, Xindan - In: Applied economics letters 15 (2008) 7/9, pp. 567-571
Persistent link: https://www.econbiz.de/10003741319
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The random walk hypothesis for Chinese stock markets : evidence from variance ratio tests
Charles, Amélie; Darné, Olivier - In: Economic systems 33 (2009) 2, pp. 117-126
Persistent link: https://www.econbiz.de/10003859376
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Czech capital market weak-form efficiency : selected issues
Hájek, Jan - In: Prague economic papers : a bimonthly journal of … 16 (2007) 4, pp. 303-318
Persistent link: https://www.econbiz.de/10003605238
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Variance-ratio tests of random walk : an overview
Charles, Amélie; Darné, Olivier; Lozano, Javier - In: Journal of economic surveys 23 (2009) 3, pp. 503-527
Persistent link: https://www.econbiz.de/10003856443
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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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Evolving and relative efficiency of MENA stock markets : evidence from rolling joint variance ratio tests
Ahmed, Amira Akl - In: Ensayos : revista de economia 33 (2014) 1, pp. 91-126
Persistent link: https://www.econbiz.de/10011509490
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The Random Walk Hypothesis for Chinese Stock Markets : Evidence from Variance Ratio Tests
Charles, Amélie - 2009
This study examines the random walk hypothesis for the Shanghai and Shenzhen stock markets for both A and B shares, using daily data over the period 1992-2007. The hypothesis is tested with new multiple variance ratio tests – Whang-Kim subsampling and Kim's wild bootstrap tests – as well as...
Persistent link: https://www.econbiz.de/10013155962
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Tests of random walk in Indian stock market returns : an application of variance ratio test
Banumathy, K.; Azhagaiah, R. - In: GITAM journal of management : a quarterly publication … 14 (2016) 4, pp. 14-25
Persistent link: https://www.econbiz.de/10011666286
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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