The weak-form efficiency of Asian stock markets: new evidence from generalized spectral martingale test

Author： Lim Kian-Ping   Luo Weiwei  

Publisher： Routledge Ltd

ISSN： 1466-4291

Source： Applied Economics Letters, Vol.19, Iss.10, 2012-07, pp. : 905-908

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Testing for weak-form efficiency of crude palm oil spot and future markets: new evidence from a GARCH unit root test with multiple structural breaks

By    

Applied Economics, Vol. 47, Iss. 16, 2015-04 ,pp. : 1710-1721

Routledge Ltd

Access to resources Recommend Favorite

Weak-form market efficiency and nonlinearity: evidence from Middle East and African stock indices

By Lim Kian-Ping  

Applied Economics Letters, Vol. 16, Iss. 5, 2009-03 ,pp. : 519-522

Routledge Ltd

Access to resources Recommend Favorite

A note on weak form market efficiency in security prices: evidence from the Hong Kong stock exchange

By Cheung Kwong-C.   Coutts J. Andrew  

Applied Economics Letters, Vol. 8, Iss. 6, 2001-06 ,pp. : 407-410

Routledge Ltd

Access to resources Recommend Favorite

On the validity of the weak-form efficient markets hypothesis applied to the London stock exchange: comment

By Milionis Alexandros E.   Moschos Demetrios  

Applied Economics Letters, Vol. 7, Iss. 7, 2000-07 ,pp. : 419-421

Routledge Ltd

Access to resources Recommend Favorite

The weak-form efficiency of the Taiwan share market

By Fawson Chris   Glover Terry F.   Fang Wenshwo   Chang Tsangyao  

Applied Economics Letters, Vol. 3, Iss. 10, 1996-10 ,pp. : 663-667

Routledge Ltd

Access to resources Recommend Favorite