Are Asia pacific stock markets efficient? An empirical investigation
Material type: Mixed materialsPublication details: 2013Description: 61-76Subject(s): NLM classification:- 332.6322
Item type | Current library | Call number | Vol info | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Periodicals/Magazines | SSCBS Library | 27/1 | Available | P14861 |
The main objective of this paper is to investigate the behavior of stock returns in ten major Asia Pacific countries, namely, Australia, China, Hong Kong, Indonesia, Japan, Malaysia, Philippines, Singapore, South Korea and Taiwan. We employ a battery of techniques to test the weak form market efficiency, commonly refereed to as the random walk hypothesis.
There are no comments on this title.
Log in to your account to post a comment.