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Do stock markets follow a random walk? : new evidence for an old question

Durusu-Ciftci, Dilek; Ispir, M. Serdar; Kok, Dundar - In: International review of economics & finance : IREF 64 (2019), pp. 165-175

Persistent link: https://www.econbiz.de/10012372744

Testing the efficiency of emerging markets : evidence from nonlinear panel unit tests

Turguttopbaş, Neslihan; Omay, Tolga - In: Panoeconomicus 70 (2023) 2, pp. 261-278

Persistent link: https://www.econbiz.de/10014233116

Random walk in the MIST

Yang, Ginny Ju-Ann; Lee, Chingnun; Lee, Chen Hsun - In: Journal of Asia Pacific business 16 (2015) 2, pp. 92-104

Persistent link: https://www.econbiz.de/10011289924

A Closer Look at Return Predictability of the US Stock Market : Evidence from a Panel Variance Ratio Test

Kim, Jae H. - 2013

This paper examines return predictability of the U.S. stock market using portfolios sorted by size, book-to-market ratio, and industry. A novel panel variance ratio test is proposed and employed to evaluate time-varying return predictability from 1964 to 2011. It is found that the stock returns...

Persistent link: https://www.econbiz.de/10013086798