Testing Weak-Form Efficiency of the Russian Stock Market-Reference-Cited by-同舟云学术

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Testing Weak-Form Efficiency of the Russian Stock Market

Published:2002 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Abrosimova Natalia,Dissanaike Gishan,Linowski Dirk

Publisher

Elsevier BV

Reference13 articles.

1. Probability Approximations via the Poisson Clumping Heuristic;D Aldous;Generalised Autoregressive Conditional Heterscedasticity,1986

2. ARCH Modelling in Finance: A Review of the Theory and Empirical Evidence;T Bollerslev;Journal of Econometrics,1992

3. The Econometrics of Financial Markets

4. The Random Character of Stock Market Prices;Financial Theory and Corporate Policy,1964

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