Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets
Year of publication: |
2008
|
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Authors: | Lim, Kian-Ping ; Brooks, Robert ; Hinich, Melvin J. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 18.2008, 5, p. 527-544
|
Subject: | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Effizienzmarkthypothese | Efficient market hypothesis | Asien | Asia |
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