Work

Variance ratio tests of the random walk hypothesis for European emerging stock markets

Year: 2003

Type: article

Source: European Journal of Finance

DOI: 10.1080/1351847021000025777

Authors: Graham Smith, Hyun-Jung Ryoo

Institutions: University of London, SOAS University of London

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1966596036

FWCI: 3.302

Cites: 14

Cited by: 132

Related to: 10