Are ASEAN stock market efficient? Evidence from univariate and multivariate variance ratio tests

Francesco Guidi and Rakesh Gupta

Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics

Keywords: ASEAN; Efficient market hypothesis; Variance ratio; Cointegration (search for similar items in EconPapers)
JEL-codes: G12 G14 G22 (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (7)

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