Weak form efficiency and martingale difference sequence tests of six African stock market indexes
Lexi L Setlhare, Eugene Kouassi
| Year of publication: |
January 2016
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|---|---|
| Authors: | Setlhare, Lexi L. ; Kouassi, Eugène |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 15.2016, 1, p. 37-44
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| Subject: | African Stock Markets | Market Efficiency | (Generalized) Spectral Martingale Tests | Effizienzmarkthypothese | Efficient market hypothesis | Martingal | Martingale | Afrika | Africa | Aktienmarkt | Stock market | Schätzung | Estimation | Aktienindex | Stock index | Statistischer Test | Statistical test | Theorie | Theory | Random Walk | Random walk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011579682