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Market efficiency of floating exchange rate systems : some evidence from Pacific-Asian countries
Al-Khazali, Osamah; Leduc, Guillaume; Pyun, Chong-soo - In: Global finance journal 22 (2011) 2, pp. 154-168
Persistent link: https://www.econbiz.de/10009427405
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Are exchange rate movements predictable in Asia-Pacific markets? : evidence of random walk and martingale difference processes
Al-Khazali, Osamah M.; Pyun, Chong-soo; Kim, Daewon - In: International review of economics & finance : IREF 21 (2012) 1, pp. 221-231
Persistent link: https://www.econbiz.de/10009486126
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A new variance ratio test of random walk in emergingmarkets : a revisit
Al-Khazali, Osamah M.; Ding, David K.; Pyun, Chong-soo - In: The financial review : the official publication of the … 42 (2007) 2, pp. 303-317
Persistent link: https://www.econbiz.de/10003629852
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A comparison of variance ratio tests of random walk : a case of Asian emerging stock markets
Hoque, Hafiz A. A. B.; Kim, Jae H.; Pyun, Chong-soo - In: International review of economics & finance : IREF 16 (2007) 4, pp. 488-502
Persistent link: https://www.econbiz.de/10003613179