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BDS Test
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Damascus Securities Exchange
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Market Efficiency
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NonParametric Test
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Random Walk
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Abbas, Ghada
Asad, Muzaffar
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Sheikh, Umaid A.
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Tabash, Mosab I.
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International Journal of Academic Research in Accounting, Finance and Management Sciences
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Testing Random Walk Behavior in the Damascus Securities Exchange
Abbas, Ghada
- In:
International Journal of Academic Research in …
4
(
2014
)
4
,
pp. 317-325
-correlation test and variance ratio test, and two non -parametric tests, i.e. runs test and
BDS
test. It is found that daily returns do …
Persistent link: https://www.econbiz.de/10011118358
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