Islam, Ainul; Khaled, Mohammed - In: Journal of Business Finance & Accounting 32 (2005-09) 7-8, pp. 1613-1624
Conflicting evidence on weak form efficiency of the Dhaka Stock Market appears to stem from the use of monthly versus daily data, structural changes after the 1996 market crash, and the use of tests with or without heteroscedasticity adjustment. Heteroscedasticity-robust tests indicate...