Weak form market efficiency: A case study of Asia-Pacific markets
This study aims to test the weak form market efficiency for five developed markets, nine emerging markets and three frontier markets in the Asia-Pacific region. The tools applied in the test of this form of market efficiency are serial correlation test, runs test and unit root test. The analysis is...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
NAUN
2020
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/30897/1/IJCSSP%2014%202020%20807-814.pdf |