Random walk tests for the MENA stock returns
Purpose — The current study seeks to understand whether individual stock returns exhibit random movement and are not dependent (efficient at weak form) on fourteen out of sixteen actively traded Arab stock markets in the Middle East and North Africa (MENA) region, based on the size of the market va...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Islam Negeri (UIN) Mataram, Faculty of Islamic Economics and Business
2024-03-01
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| Series: | Journal of Enterprise and Development |
| Subjects: | |
| Online Access: | https://journal.uinmataram.ac.id/index.php/jed/article/view/9819 |