Are Asian stock markets efficient? Evidence from new multiple variance ratio tests

Journal of Empirical Finance - Tập 15 Số 3 - Trang 518-532 - 2008
Jae H. Kim1, Abul Shamsuddin2
1Department of Econometrics and Business Statistics, Monash University, Caulfield East, VIC 3145, Australia
2Newcastle Graduate School of Business, University of Newcastle, Callaghan, NSW 2308, Australia

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