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1
Are Asian stock markets efficient? : evidence from new multiple variance ratio tests
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 518-532
Persistent link: https://www.econbiz.de/10003759569
Saved in:
2
Testing the
martingale
hypothesis in the Indian stock market : evidence from multiple variance ratio tests
Kumar, Dilip
;
Maheswaran, S.
- In:
Decision
39
(
2012
)
2
,
pp. 62-85
Persistent link: https://www.econbiz.de/10009670164
Saved in:
3
Adaptive market hypothesis : the story of the stock markets and COVID-19 pandemic
Okorie, David Iheke
;
Lin, Boqiang
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822166
Saved in:
4
The weak-form efficiency of Asian stock markets : new evidence from generalized spectral
martingale
test
Lim, Kian-Ping
;
Luo, Weiwei
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 905-908
Persistent link: https://www.econbiz.de/10009656702
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Martingale
effect of conventional vs. Islamic stock indices : evidence from the UAE
Marashdeh, Hazem
;
Ashraf, Sania
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
3
,
pp. 279-290
Persistent link: https://www.econbiz.de/10013326345
Saved in:
8
Evolution of the housing market under the framework of adaptive market hypothesis and
martingale
difference hypothesis : a case of India
Pandey, Richa
;
Jessica, V. Mary
- In:
Property management
40
(
2022
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10013169931
Saved in:
9
Testing the
martingale
hypothesis for gross returns
Linton, Oliver
;
Smetanina, Ekaterina
- In:
Journal of empirical finance
38
(
2016
),
pp. 664-689
Persistent link: https://www.econbiz.de/10011663757
Saved in:
10
Testing
martingale
hypothesis using variance ratio tests : evidence from high-frequency data of NCDEX soya bean futures
Mishra, Sibanjan
- In:
Global business review
20
(
2019
)
6
,
pp. 1407-1422
Persistent link: https://www.econbiz.de/10012137802
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