An Application of Variance-Ratio Test of Five Asian Stock Markets
Author:
Affiliation:
1. University of Northern Iowa, Cedar Falls, IA, USA
2. W.E.H.C.B.A., Roosevelt University, Schaumburg, IL, USA
3. University of Texas at San Antonio, San Antonio, TX, USA
Abstract
Publisher
World Scientific Pub Co Pte Lt
Subject
Economics and Econometrics,Finance
Link
https://www.worldscientific.com/doi/pdf/10.1142/S0219091599000175
Reference15 articles.
1. An application of variance ratio test to the Korean securities market
2. A Note on the Price Behavior of Far Eastern Stocks
3. Thin Trading and Stock Market Efficiency: the Case of the Kuala Lumpur Stock Exchange
4. Return Behavior in Emerging Stock Markets
5. A simple multiple variance ratio test
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