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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

A New Variance Ratio Test of Random Walk in Emerging Markets : A Revisit

Al-Khazali, Osamah M. - 2013

Using Wright's (2000) nonparametric variance-ratio (VR) test, we revisit the empirical validity of the random walk hypothesis in eight emerging markets in the Middle East and North Africa (MENA). After correcting for measurement biases caused by thin and infrequent trading prevalent in nascent...

Persistent link: https://www.econbiz.de/10012753934

The opening price behavior : foreign exchange futures market versus equity market

Chu, Quentin C. - In: International review of financial analysis 6 (1997) 1, pp. 21-35

Persistent link: https://www.econbiz.de/10001236075

Unit root and cointegration tests for foreign exchange futures : evidence from the Singapore International Monetary Exchange

Pyun, Chong-soo - 1994

Persistent link: https://www.econbiz.de/10001340255

Short-horizon contrarian and momentum strategies in Asian markets : an integrated analysis

McInish, Thomas H.; Ding, David K.; Pyun, Chong-soo; … - In: International review of financial analysis 17 (2008) 2, pp. 312-329

Persistent link: https://www.econbiz.de/10003765046

Acquisition announcements and shareholder wealth : evidence from an emerging market

Ding, David K. - In: Journal of emerging markets 4 (1999) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10001448313

An analysis of dual-listed stocks on the SES and the KLSE : 1991 - 1996

Ding, David K. - In: Advances in Pacific Basin financial markets 5 (1999), pp. 199-212

Persistent link: https://www.econbiz.de/10001493526

Recent trends in Southeast Asian financial markets

Ding, David K. - In: Journal of emerging markets 8 (2003) 1, pp. 5-12

Persistent link: https://www.econbiz.de/10001780114

Price parities of stocks listed on both the Kuala Lumpur Stock Exchange and Singapore's CLOB International

Ding, David K. - In: Advances in Pacific Basin financial markets 6 (2000), pp. 21-44

Persistent link: https://www.econbiz.de/10001487696

The information content of FDI announcements : evidence from an emerging market

Ding, David K. - In: International review of financial analysis 6 (1997) 1, pp. 63-76

Persistent link: https://www.econbiz.de/10001236067

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