Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/13504850410001674911
Reference10 articles.
1. Variance-Ratio Tests: Small-Sample Properties with an Application to International Output Data
2. A note on weak form market efficiency in security prices: evidence from the Hong Kong stock exchange
3. A simple multiple variance ratio test
4. On Testing the Random-Walk Hypothesis: A Model-Comparison Approach
5. STOCK RETURNS AND VOLATILITY ON CHINA'S STOCK MARKETS
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