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A further look at transaction costs, short sale restrictions, and futures market efficiency : the case of Korean stock index futures
Gay, Gerald D., (1999)
Information effects of trade size and trade direction : evidence from the KOSPI 200 index options market
Ahn, Hee-joon, (2010)
Overnight trading and price discovery over the course of a trading day : evidence from stock index futures in Korea
Joo, Sang Lyong, (2016)
Variance ratio tests of the random walk hypothesis for European emerging stock markets
Smith, Graham, (2003)
African stock markets : multiple variance ratio tests of random walks
Smith, Graham, (2002)
Korean stock prices under price limitis : variance ratio tests of random walks
Ryoo, Hyun-jung, (2002)