A Study of Market Efficiency in Emerging Markets Using Improved Statistical Techniques-Reference-Cited by-同舟云学术

A Study of Market Efficiency in Emerging Markets Using Improved Statistical Techniques

Published:2021-07-06 Issue: Volume: Page:1-13
ISSN:1540-496X
Container-title:Emerging Markets Finance and Trade
language:en
Short-container-title:Emerging Markets Finance and Trade

Author:

Nguyen James¹,Parsons Richard¹

Affiliation:

1. Economics and Finance, Texas A&M University Texarkana, Texarkana, Texas, USA

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2021.1949981

Reference53 articles.

1. Stock return predictability despite low autocorrelation

2. Arltova, A. J. 2000. Variance ratios, socio-economical applications of statistical methods. W. Ostasiewicz, Edited by. 17029. Wroclaw, Poland: Wroclaw University of Economics Publishing House

3. Research in emerging markets finance: looking to the future

4. (How) has the market become more efficient?

5. On the Theory of Testing for Unit Roots in Observed Time Series

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