✦ LIBER ✦

A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets

✍ Scribed by Hafiz A.A.B. Hoque; Jae H. Kim; Chong Soo Pyun

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A New Variance Ratio Test of Random Walk

✍ Osamah M. Al-Khazali; David K. Ding; Chong Soo Pyun 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 86 KB

A variance ratio test of the random walk

✍ Chang, Kuo-Ping; Ting, Kuo-Shiuan 📂 Article 📅 2000 🏛 Taylor and Francis Group 🌐 English ⚖ 147 KB

VARIANCE RATIO TESTS OF THE RANDOM WALK

✍ Graham Smith; Gillian Rogers 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 122 KB

Korean stock prices under price limits:

✍ Ryoo, Hyun-Jung; Smith, Graham 📂 Article 📅 2002 🏛 Taylor and Francis Group 🌐 English ⚖ 251 KB

A re-examination of variance-ratio test

✍ Chang, Yuanchen 📂 Article 📅 2004 🏛 Taylor and Francis Group 🌐 English ⚖ 118 KB

Random Walks and Market Efficiency Tests

✍ Kalu Ojah; David Karemera 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 898 KB