Do Asian stock market prices follow random walk? A revisit

Do Asian stock market prices follow random walk? A revisit

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This study re-examines the price behaviour of Asian stock markets in light of the random walk hypothesis. With a new statistical tool, namely the Brock-Dechert-Scheinkman (BDS) test, it is possible for researchers to detect more complex form of dependencies in series of financial returns that often...

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Bibliografische gegevens
Hoofdauteurs:	Lim, Kian Ping, Habibullah, Muzafar Shah, Hock, Ann Lee, Ann Lee
Formaat:	Artikel
Taal:	English
Gepubliceerd in:	2004
Onderwerpen:	H Social Sciences (General)
Online toegang:	https://eprints.ums.edu.my/id/eprint/21649/1/Do%20Asian%20stock%20market%20prices%20follow%20random%20walk.pdf

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