A study on weak-form efficiency of KOSPI stock market after the recent expansion of daily price limits

Il-Hyun Yoon, Yong-Min Kim

Year of publication:	June 2018
Authors:	Yoon, Il-Hyun ; Kim, Yong-Min
Published in:	Journal of international trade & commerce. - Seoul, South Korea : Korea International Trade Research Institute, ISSN 1738-8112, ZDB-ID 2920574-8. - Vol. 14.2018, 3, p. 73-88
Subject:	Autocorrelation \| Daily Price Limit \| Efficient Market Hypothesis \| GARCH Model \| Random Walk \| Effizienzmarkthypothese \| Efficient market hypothesis \| Börsenkurs \| Share price \| ARCH-Modell \| ARCH model \| Random walk \| Aktienmarkt \| Stock market \| Finanzmarktregulierung \| Financial market regulation \| Schätztheorie \| Estimation theory \| Volatilität \| Volatility

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