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A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets

Hafiz Hoque Orcid Logo, Jae H. Kim, Chong Soo Pyun

International Review of Economics & Finance, Volume: 16, Issue: 4, Pages: 488 - 502

Swansea University Author: Hafiz Hoque Orcid Logo

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DOI (Published version): 10.1016/j.iref.2006.01.001

Published in: International Review of Economics & Finance
ISSN: 1059-0560
Published: Elsevier BV 2007
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa59974
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last_indexed 2022-05-26T03:37:01Z
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spelling 2022-05-25T15:26:25.6435109 v2 59974 2022-05-06 A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 06d1239b4524fff9c0a0f52a2a368910 0000-0002-4354-3895 Hafiz Hoque Hafiz Hoque true false 2022-05-06 BAF Journal Article International Review of Economics &amp; Finance 16 4 488 502 Elsevier BV 1059-0560 1 1 2007 2007-01-01 10.1016/j.iref.2006.01.001 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2022-05-25T15:26:25.6435109 2022-05-06T10:37:35.2007257 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Hafiz Hoque 0000-0002-4354-3895 1 Jae H. Kim 2 Chong Soo Pyun 3
title A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
spellingShingle A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
Hafiz Hoque
title_short A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
title_full A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
title_fullStr A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
title_full_unstemmed A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
title_sort A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
author_id_str_mv 06d1239b4524fff9c0a0f52a2a368910
author_id_fullname_str_mv 06d1239b4524fff9c0a0f52a2a368910_***_Hafiz Hoque
author Hafiz Hoque
author2 Hafiz Hoque
Jae H. Kim
Chong Soo Pyun
format Journal article
container_title International Review of Economics &amp; Finance
container_volume 16
container_issue 4
container_start_page 488
publishDate 2007
institution Swansea University
issn 1059-0560
doi_str_mv 10.1016/j.iref.2006.01.001
publisher Elsevier BV
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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published_date 2007-01-01T04:17:41Z
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