The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests

Author:

Charles Amélie,Darné Olivier

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference40 articles.

1. Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares;Chakravarty;Journal of International Financial Markets and Money,1998

2. China financial research: a review and synthesis;Chan;International Review of Economics and Finance,2007

3. Chan, K., Menkveld, A.J., Yang, Z., 2006. Are domestic investors better informed than foreign investors? Evidence from the perfectly segmented market in China. Series Research Memoranda 0004, Free University Amsterdam, Faculty of Economics, Business, Administration and Econometrics.

4. Charles, A., Darné, O., 2009. Variance ratio tests of random walk: an overview. Journal of Economic Surveys, in press.

5. Foreign ownership restrictions and market segmentation in China's stock markets;Chen;Journal of Financial Research,2001

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