Efficient market hypothesis in European stock markets-Reference-Cited by-同舟云学术

Efficient market hypothesis in European stock markets

Published:2010-08-05 Issue:7 Volume:16 Page:711-726
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Borges Maria Rosa

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

http://www.tandfonline.com/doi/pdf/10.1080/1351847X.2010.495477

Reference24 articles.

1. Testing the Random Walk Behavior and Efficiency of the Gulf Stock Markets

2. A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit

3. Belaire-Franch, J. and Contreras, D. 2004. “Ranks and signs-based multiple variance ratio tests”. Department of Economic Analysis, University of Valencia. Working Paper

4. A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs

5. VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW

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