A new variance ratio test of random walk in emergingmarkets : a revisit
Year of publication: |
2007
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Authors: | Al-Khazali, Osamah M. ; Ding, David K. ; Pyun, Chong-soo |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 42.2007, 2, p. 303-317
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Subject: | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Random Walk | Random walk | Varianzanalyse | Analysis of variance | MENA-Staaten | MENA countries |
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