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Do the Stock Markets of South Asia Follow a Random Walk?

Cooray, Arusha - Econometric Society - 2004

This paper examines stock market behaviour in India, Sri Lanka, Pakistan, and Bangladesh employing unit root tests, autocorrelation tests and spectral analysis. Evidence suggests that all markets exhibit a random walk. The multivariate cointegration tests based upon the Johansen Juselius (1988,...

Persistent link: https://www.econbiz.de/10005342181

A test of the expectations hypothesis of the term structure of interest rates for Sri Lanka

Cooray, Arusha - In: Applied economics 35 (2003) 17, pp. 1819-1827

Persistent link: https://www.econbiz.de/10001831656

Interest rates and inflationary expectations : evidence on the Fisher effect in Sri Lanka

Cooray, Arusha - In: South Asia economic journal : journal of the Institute … 3 (2002) 2, pp. 201-216

Persistent link: https://www.econbiz.de/10001837317

A model of inflation for Sri Lanka

Cooray, Arusha - In: Review of applied economics 4 (2008) 1/2, pp. 35-44

Persistent link: https://www.econbiz.de/10009888142

Financial integration : evidence from Australia

Cooray, Arusha - 2002

Persistent link: https://www.econbiz.de/10001733516

Financial deregulation in Sri Lanka : implications for capital mobility

Cooray, Arusha - 2002

Persistent link: https://www.econbiz.de/10001703490

The Fisher effect : a review of the literature

Cooray, Arusha - 2002

Persistent link: https://www.econbiz.de/10001707062

Financial integration : some evidence from Australia

Cooray, Arusha - In: Applied economics letters 10 (2003) 15, pp. 959-966

Persistent link: https://www.econbiz.de/10001876662

The fisher effect : a survey

Cooray, Arusha - In: The Singapore economic review : journal of the Economic … 48 (2003) 2, pp. 135-150

Persistent link: https://www.econbiz.de/10001860164

The random walk behaviour of stock prices : a comparative study

Cooray, Arusha - 2003

Persistent link: https://www.econbiz.de/10001962060

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