Variance ratio tests of the random walk hypothesis for European emerging stock markets
Year of publication: |
2003
|
---|---|
Authors: | Smith, Graham ; Ryoo, Hyun-Jung |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 9.2003, 3, p. 290-300
|
Publisher: |
Taylor & Francis Journals |
Subject: | emerging markets | random walk hypothesis | stock prices | variance ratio tests |
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