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Testing the weak-form efficiency of agriculture's capital markets
Ghimire, Binam; Annussek, Kolja; Harvey, Jackie; … - In: Economics and business review 2 (2016) 2, pp. 3-17
Persistent link: https://www.econbiz.de/10011535203
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The random-walk hypothesis on the Indian stock market
Mishra, Ankita; Mishra, Vinod; Smyth, Russell - In: Emerging markets finance & trade : a journal of the … 51 (2015) 5, pp. 879-892
Persistent link: https://www.econbiz.de/10011561118
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Random walks in the different sectoral submarkets of the Philippine stock exchange amid modernization
Rufino, Cesar C. - In: The Philippine review of economics : a joint … 50 (2013) 1, pp. 57-82
Persistent link: https://www.econbiz.de/10010424582
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Forecasting with a random walk
Pincheira, Pablo; Medel, Carlos A. - In: Finance a úvěr 66 (2016) 6, pp. 539-564
Persistent link: https://www.econbiz.de/10011582646
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The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric reviews 37 (2018) 6/10, pp. 955-973
Persistent link: https://www.econbiz.de/10012040423
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Random walk in emerging Asian stock markets
Shaik, Muneer; Maheswaran, S. - In: International journal of economics and finance 9 (2017) 1, pp. 20-31
Persistent link: https://www.econbiz.de/10011617588
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Distance-based nearest neighbour forecasting with application to exchange rate predictability
Kyriazi, Foteini; Thomakos, Dimitrios D. - In: IMA journal of management mathematics 31 (2020) 4, pp. 469-490
Persistent link: https://www.econbiz.de/10012314033
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Random walk and breaking trend in financial series : an economic critique of unit root tests
Rahman, Abdul H.; Saadi, Samir - In: Review of financial economics : RFE 17 (2008) 3, pp. 204-212
Persistent link: https://www.econbiz.de/10003760043
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Deterministic seasonality in Dickey-Fuller tests : should we care?
Lopes, Artur C. B. da Silva - In: Empirical economics : a journal of the Institute for … 31 (2006) 1, pp. 165-182
Persistent link: https://www.econbiz.de/10003307069
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Testing for random walk and structural breaks in hedge funds returns
Cerrato, Mario; Iannelli, Andrea - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 341-358
Persistent link: https://www.econbiz.de/10003344293