Add to ORKGThis study investigates the validity of the random walk model for an emerging stock market (Amman Stock Exchange, ASE). The study examines for all assumptions implied by the random walk model using aggregate daily data. The results suggest that the behaviour of the ASE return series is inconsistent with the random walk model, which implies informationally inefficient
Several studies have reported empirical evidence that stock returns are contrary to the random walk ...
In this research, three variance ratio tests: the standard variance ratio test, the wild bootstrap m...
A sample of 224 companies listed in the Kuala Lumpur Stock Exchange was taken for the period 1991-96...
This study investigates the validity of the random walk model for an emerging stock market (Amman St...
In this paper, we test the Johannesburg Stock Exchange market for the existence of the random walk h...
Abstract The majority of empirical literature on random walk behavior has interested on developed an...
This paper examines the random walk hypothesis in the emerging Indian stock market using daily data ...
Abstract The concept Efficient Market Hypothesis is becoming a very attractive subject in the field...
This paper examines the validity of the Random Walk Model in the Pakistani equity market. The model,...
Being a part of the growing market, the proponents noticed the potential of the stock market that fo...
This paper examines the validity of the Random Walk Model in the Pakistani equity market. The ...
This paper examines the validity of the Random Walk Model in the Pakistani equity market. The model,...
This paper examines the validity of the Random Walk Model in the Pakistani equity market. The model,...
this article we test the random walk hypothesis for weekly stock market returns by comparing varianc...
Several studies have reported empirical evidence that stock returns are contrary to the random walk ...
Several studies have reported empirical evidence that stock returns are contrary to the random walk ...
In this research, three variance ratio tests: the standard variance ratio test, the wild bootstrap m...
A sample of 224 companies listed in the Kuala Lumpur Stock Exchange was taken for the period 1991-96...
This study investigates the validity of the random walk model for an emerging stock market (Amman St...
In this paper, we test the Johannesburg Stock Exchange market for the existence of the random walk h...
Abstract The majority of empirical literature on random walk behavior has interested on developed an...
This paper examines the random walk hypothesis in the emerging Indian stock market using daily data ...
Abstract The concept Efficient Market Hypothesis is becoming a very attractive subject in the field...
This paper examines the validity of the Random Walk Model in the Pakistani equity market. The model,...
Being a part of the growing market, the proponents noticed the potential of the stock market that fo...
This paper examines the validity of the Random Walk Model in the Pakistani equity market. The ...
This paper examines the validity of the Random Walk Model in the Pakistani equity market. The model,...
This paper examines the validity of the Random Walk Model in the Pakistani equity market. The model,...
this article we test the random walk hypothesis for weekly stock market returns by comparing varianc...
Several studies have reported empirical evidence that stock returns are contrary to the random walk ...
Several studies have reported empirical evidence that stock returns are contrary to the random walk ...
In this research, three variance ratio tests: the standard variance ratio test, the wild bootstrap m...
A sample of 224 companies listed in the Kuala Lumpur Stock Exchange was taken for the period 1991-96...