Tests of random walks and market efficiency in Latin American stock markets: An empirical note
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References listed on IDEAS
- Grieb, Terrance & Reyes, Mario G, 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, Winter.
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- Francesco Guidi & Rakesh Gupta & Suneel Maheshwari, 2011.
"Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets,"
Journal of Emerging Market Finance,
Institute for Financial Management and Research, vol. 10(3), pages 337-389, December.
- Guidi, Francesco & Gupta, Rakesh & Maheshwari, Suneel, 2010. "Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets," MPRA Paper 21984, University Library of Munich, Germany.
- Guidi, Francesco & Gupta, Rakesh & Maheshwari, Suneel, 2011. "Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets," Greenwich Papers in Political Economy 7275, University of Greenwich, Greenwich Political Economy Research Centre.
More about this item
KeywordsEmerging markets; random walk hypothesis; market efficiency;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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