Testing the Weak Form Efficiency in Pakistan’s Equity, Badla and Money Markets
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References listed on IDEAS
- Andrew W. Lo, A. Craig MacKinlay, 1988.
"Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test,"
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More about this item
KeywordsWeak Form Efficiency; Stock Returns; Badla Rate; Repo Rate; March Crises; Variance-Ratio Tests;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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