A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
By Hafiz Hoque, Jae Hyun Kim, C. S. Pyun. 2007
242 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/21441bb8f7773b7476383f44093dab7530bd2e1d
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Citations in the corpus
- VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW (2009, unknown): “The VR tests have been widely used and their applications have often covered emerging markets: Asian markets (Kim and Shamsuddin, 2008; Hoque et al., 2007), Eastern European markets (Smith and Ryoo, 2003), African markets (Smith et al., 2002; Al-Khazali et al., 2007; Lagoarde-Segot and Lucey, 2008)…”
- Carbon trading thickness and market efficiency (2010, unknown): “[13] Hoque, H.”
- The Evolution of Stock Market Efficiency Over Time: A Survey of the Empirical Literature (2011, background): “The recent methodological refinements to VR tests have prompted a number of studies to conduct a re-examination of the stock market data in Asia (Hoque et al., 2007; Kim and Shamsuddin, 2008), Europe (Smith, 2009), Middle East and Africa (Al-Khazali et al., 2007; Ntim et al., 2007; Smith, 2007,…”