The weak-form efficiency of Asian stock markets: new evidence from generalized spectral martingale test
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/13504851.2011.607123
Reference10 articles.
1. VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW
2. Small sample properties of alternative tests for martingale difference hypothesis
3. Testing the Martingale Hypothesis
4. Generalized spectral tests for the martingale difference hypothesis
5. Efficient Capital Markets: A Review of Theory and Empirical Work
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