Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets
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- Kian-Ping Lim & Venus Khim-Sen Liew & Hock-Tsen Wong, 2003. "Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange," Finance 0312012, University Library of Munich, Germany.
More about this item
KeywordsNon-linearity; Data generating process; Hinich bispectrum test; Asian stock markets.;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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