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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

Does the Indian stock market exhibit random walk?

Dsouza, Janet Jyothi; Mallikarjunappa, T. - In: Paradigm : the journal of Institute of Management Technology 19 (2015) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10011761334

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 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

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

Testing weak form of market efficiency of Bombay Stock Exchange and National Stock Exchange

Sharma, Rakesh Kumar; Kiran, Ravi - In: International journal of accounting and finance 7 (2017) 2, pp. 141-162

Persistent link: https://www.econbiz.de/10011803638

Liquidity and the informational efficiency of African stock markets

Smith, Graham - In: The South African journal of economics 76 (2008) 2, pp. 161-175

Persistent link: https://www.econbiz.de/10003742685

Random walks in Middle Eastern stock markets

Smith, Graham - In: Applied financial economics 17 (2007) 7/9, pp. 587-596

Persistent link: https://www.econbiz.de/10003491201

New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach

Tiwari, Aviral Kumar; Phouphet Kyophilavong - In: Economic modelling 43 (2014), pp. 38-41

Persistent link: https://www.econbiz.de/10010500991

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