Tests for weak form market efficiency in stock prices: Monte Carlo evidence
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References listed on IDEAS
- Chow, K. Victor & Denning, Karen C., 1993.
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More about this item
KeywordsUnit Root; Weak Form Efficiency; Random Walk; Autocorrelation; Variance Ratio;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-27 (All new papers)
- NEP-ECM-2012-02-27 (Econometrics)
- NEP-FMK-2012-02-27 (Financial Markets)
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