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A variance-ratio test of random walk in international stock markets
Li, Bin; Liu, Benjamin - In: The empirical economics letters : a monthly … 11 (2012) 8, pp. 775-782
Persistent link: https://www.econbiz.de/10010199252
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Foreign direct investment and macroeconomic factors : evidence from Indian economy
Nadig, Asha; Viswanathan, T. - In: International journal of public sector performance … 11 (2023) 1, pp. 62-80
Persistent link: https://www.econbiz.de/10014227942
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How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange
Dutta, Shantanu; Essaddam, Naceur; Kumar, Vinod; Saadi, … - In: Research in international business and finance 39 (2017), pp. 867-877
Persistent link: https://www.econbiz.de/10011912398
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Are frontier stock markets more inefficient than emerging stock markets?
Dheeriya, Prakash L.; Torun, Erdost - In: International journal of monetary economics and finance 6 (2013) 4, pp. 271-284
Persistent link: https://www.econbiz.de/10010412983
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Tests of random walk in Indian stock market returns : an application of variance ratio test
Banumathy, K.; Azhagaiah, R. - In: GITAM journal of management : a quarterly publication … 14 (2016) 4, pp. 14-25
Persistent link: https://www.econbiz.de/10011666286
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Testing the efficiency of stock market using nonlinear unit root : evidence from India
Suresh, K. G.; Tiwari, Aviral Kumar - In: The empirical economics letters : a monthly … 14 (2015) 6, pp. 543-549
Persistent link: https://www.econbiz.de/10011419117
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Are Northeast Asian stock markets weak form efficient? : evidence based on multiple variance ratio tests
Shaik, Muneer - In: The empirical economics letters : a monthly … 16 (2017) 4, pp. 311-320
Persistent link: https://www.econbiz.de/10011794396
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Efficiency of India's capital market : an empirical analysis
Mishra, P. K. - In: The Indian journal of economics 90 (2010) 4, pp. 1163-1175
Persistent link: https://www.econbiz.de/10008807748
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An empirical study on efficient market hypothesis : the case of Indian capital markets
Kalsie, Anjala - In: Mudra : journal of finance and accounting 1 (2014) 2, pp. 71-83
Persistent link: https://www.econbiz.de/10011285089
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Finite-sample size distortion of the AESTAR unit root test : GARCH, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven - In: Applied economics letters 23 (2016) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10011430513