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

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  • Hoque, Hafiz A.A.B.
  • Kim, Jae H.
  • Pyun, Chong Soo

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  • Hoque, Hafiz A.A.B. & Kim, Jae H. & Pyun, Chong Soo, 2007. "A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets," International Review of Economics & Finance, Elsevier, vol. 16(4), pages 488-502.
    • Handle: RePEc:eee:reveco:v:16:y:2007:i:4:p:488-502
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    28. Terrance Grieb & Mario G. Reyes, 1999. "Random Walk Tests For Latin American Equity Indexes And Individual Firms," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(4), pages 371-383, December.
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