Korean stock prices under price limits Variance ratio tests of random walks

The impact of stock market futures on the Korean Stock Market

Ryoo, H.
Smith, G.
School of Oriental and African Studies (SOAS), London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.965(no 95) / BLDSC - British Lib...

Testing for evolving stock market efficiency With an application to Russian stock prices

Hall, S.
Urga, G.
Zalewska-Mitura, A.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(12-98) / BLDSC - British Li...

Do Asian Stock Market Prices Follow Random Walk? A Revisit

Kian-Ping Lim
Muzafar Shah Habibullah
Hock-Ann Lee

February 2004

This study re-examines the price behaviour of Asian stock markets in light of the random walk hypoth...

African stock markets Multiple variance ratio tests of random walks

Smith, G.
Jefferis, K.
Ryoo, H.
School of Oriental and African Studies (SOAS), London (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.965(no 94) / BLDSC - British Lib...

The Korean stock market Structure, behaviour and test of market efficiency

Koh, S.S

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:DX89730 / BLDSC - British Library Do...

Informational trading or noise trading Korean Stock Market evidence

Slater, J.R.
Park, Y.
Birmingham Univ. (United Kingdom). Dept. of Commerce

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:9104.3104(99/01) / BLDSC - British Li...

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

Smith, G.
Ryoo, H.
School of Oriental and African Studies (SOAS), London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.965(no 96) / BLDSC - British Lib...

International trading or noise trading Korean stock market evidence

Park, Y.
Slater, J.R.
Birmingham Univ. (United Kingdom). Dept. of Commerce

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:9104.3104(99/01) / BLDSC - British Li...

Stock Market Efficiency and Price Limits: Evidence from Korea’s Recent Expansion of Price Limits.

Seddighi, Hamid
Yoon, II-Hyun

November 2018

This paper examines the efficiency of the Korean stock exchange market with reference to the recent ...

Investment and profit rate in the Korean economy An econometric test

Jang, H
Sheffield Univ. (United Kingdom). East Asia Research Centre

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3642.885(SU-EARC-RP--96/17) / BLDSC -...

Price and volatility behaviour of four Asian stock markets

Wong, M.W.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN029258 / BLDSC - British Library D...

Market imperfections in Korean dry bulk trades

Ghang, J

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:DX91778 / BLDSC - British Library Do...

A variance ratio test of the random walk hypothesis for Taiwan's stock market

Kuo-Ping Chang

[[abstract]]The Lo and MacKinlay variance-ratio test is used to examine random walks in Taiwan's 197...

The pricing of Hong Kong equity stocks An empirical examination

Ho, R.Y.
Strange, R.
Piesse, J.
Birkbeck Coll., London (United Kingdom). Dept. of Management

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3554.33437(1998/10) / BLDSC - British...

Is South Korea’s stock market efficient?

Narayan, Paresh Kumar
Smyth, Russell

September 2004

This letter applies the Zivot and Andrews (Journal of Business and Economic Statistics, 10, 251-70, ...

The impact of stock market futures on the Korean Stock Market

Ryoo, H.
Smith, G.
School of Oriental and African Studies (SOAS), London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.965(no 95) / BLDSC - British Lib...

Testing for evolving stock market efficiency With an application to Russian stock prices

Hall, S.
Urga, G.
Zalewska-Mitura, A.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(12-98) / BLDSC - British Li...

Do Asian Stock Market Prices Follow Random Walk? A Revisit

Kian-Ping Lim
Muzafar Shah Habibullah
Hock-Ann Lee

February 2004

This study re-examines the price behaviour of Asian stock markets in light of the random walk hypoth...

African stock markets Multiple variance ratio tests of random walks

Smith, G.
Jefferis, K.
Ryoo, H.
School of Oriental and African Studies (SOAS), London (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.965(no 94) / BLDSC - British Lib...

The Korean stock market Structure, behaviour and test of market efficiency

Koh, S.S

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:DX89730 / BLDSC - British Library Do...

Informational trading or noise trading Korean Stock Market evidence

Slater, J.R.
Park, Y.
Birmingham Univ. (United Kingdom). Dept. of Commerce

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:9104.3104(99/01) / BLDSC - British Li...

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

Smith, G.
Ryoo, H.
School of Oriental and African Studies (SOAS), London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.965(no 96) / BLDSC - British Lib...

International trading or noise trading Korean stock market evidence

Park, Y.
Slater, J.R.
Birmingham Univ. (United Kingdom). Dept. of Commerce

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:9104.3104(99/01) / BLDSC - British Li...

Stock Market Efficiency and Price Limits: Evidence from Korea’s Recent Expansion of Price Limits.

Seddighi, Hamid
Yoon, II-Hyun

November 2018

This paper examines the efficiency of the Korean stock exchange market with reference to the recent ...

Investment and profit rate in the Korean economy An econometric test

Jang, H
Sheffield Univ. (United Kingdom). East Asia Research Centre

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3642.885(SU-EARC-RP--96/17) / BLDSC -...

Price and volatility behaviour of four Asian stock markets

Wong, M.W.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN029258 / BLDSC - British Library D...

Market imperfections in Korean dry bulk trades

Ghang, J

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:DX91778 / BLDSC - British Library Do...

A variance ratio test of the random walk hypothesis for Taiwan's stock market

Kuo-Ping Chang

[[abstract]]The Lo and MacKinlay variance-ratio test is used to examine random walks in Taiwan's 197...

The pricing of Hong Kong equity stocks An empirical examination

Ho, R.Y.
Strange, R.
Piesse, J.
Birkbeck Coll., London (United Kingdom). Dept. of Management

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3554.33437(1998/10) / BLDSC - British...

Is South Korea’s stock market efficient?

Narayan, Paresh Kumar
Smyth, Russell

September 2004

This letter applies the Zivot and Andrews (Journal of Business and Economic Statistics, 10, 251-70, ...

The impact of stock market futures on the Korean Stock Market

Ryoo, H.
Smith, G.
School of Oriental and African Studies (SOAS), London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.965(no 95) / BLDSC - British Lib...

Testing for evolving stock market efficiency With an application to Russian stock prices

Hall, S.
Urga, G.
Zalewska-Mitura, A.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(12-98) / BLDSC - British Li...

Do Asian Stock Market Prices Follow Random Walk? A Revisit

Kian-Ping Lim
Muzafar Shah Habibullah
Hock-Ann Lee

February 2004

This study re-examines the price behaviour of Asian stock markets in light of the random walk hypoth...

Korean stock prices under price limits Variance ratio tests of random walks

Abstract

Extracted data

Korean stock prices under price limits Variance ratio tests of random walks

Abstract

Extracted data

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