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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

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

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

Random walks and market efficiency tests : evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic

Dias, Rui; Teixeira, Nuno Miguel; Machova, Veronika; … - In: Oeconomia Copernicana 11 (2020) 4, pp. 585-608

Persistent link: https://www.econbiz.de/10012436533

Are China's stock markets really weakform efficient?

Ma, Shiguang (contributor); Barnes, Michelle L. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001591728

Tests of the random walk hypothesis for equity markets : evidence from China, Hong Kong and Singapore

Lima, Eduardo José Araújo; Tabak, Benjamin Miranda - In: Applied economics letters 11 (2004) 4, pp. 255-258

Persistent link: https://www.econbiz.de/10002001495

Are the transition stock markets efficient? : evidence from non-linear unit root tests

Hasanov, Mübariz; Omay, Tolga - In: Central Bank review / The Central Bank of the Republic … 7 (2007) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10003822590

Does the efficient market hypothesis fit military enterprises in China?

Wang, Kai-Hua; Su, Chi-Wei; Tao, Ran; Chang, Hsu-Ling - In: Defence and peace economics 30 (2019) 7, pp. 877-889

Persistent link: https://www.econbiz.de/10012200602

Are there bubbles in Chinese RMB-dollar exchange rate? : evidence from generalized sup ADF tests

Jiang, Chun; Wang, Yi; Chang, Tsangyao; Su, Chi-Wei - In: Applied economics 47 (2015) 55/57, pp. 6120-6135

Persistent link: https://www.econbiz.de/10011381037

Structural changes and regional disparity in China's inflation : a revisit

Tiwari, Aviral Kumar; Suresh, K. G. - In: China economic journal : the official journal of the … 5 (2012) 1, pp. 17-28

Persistent link: https://www.econbiz.de/10009661686

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