Are ASEAN stock market efficient? Evidence from univariate and multivariate variance ratio tests
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Bibliographic InfoPaper provided by Griffith University, Department of Accounting, Finance and Economics in its series Discussion Papers in Finance with number finance:201113.
Date of creation: 2011
Date of revision:
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More information through EDIRC
ASEAN; Efficient market hypothesis; Variance ratio; Cointegration;
Find related papers by JEL classification:
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-07 (All new papers)
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