Test of weak-form market efficiency of an emerging market : evidence from Vietnam's stock market
Tran Manh Tuyen; Nguyen Trung Chinh
| Year of publication: |
2015
|
|---|---|
| Authors: | Tran, Manh Tuyen ; Nguyen, Trung Chinh |
| Published in: |
Vietnam's socio-economic development : a social science review. - Hanoi : [Verlag nicht ermittelbar], ISSN 0868-359X, ZDB-ID 1343756-2. - Vol. 80.2015, p. 41-52
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| Subject: | Vietnamese stock market | weak form efficiency | efficient market hypothesis | emerging market | stock return | predictability | unit root | bull | bear | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Vietnam | Viet Nam | Schwellenländer | Emerging economies | Schätzung | Estimation | Random Walk | Random walk | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |