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Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets · Study

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ArticleRandom Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets

David Karemera1999

Article1999

Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets

David Karemera · Kalu Ojah · John A. Cole

132 citations·0/0 files stored·Review of Quantitative Finance and Accounting

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1970Efficient Capital Markets: A Review of Theory and Empirical Work 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1965The Behavior of Stock-Market Prices 1995Journal of the American Statistical Association

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2004Testing for predictability in emerging equity markets 2011Weak-form Market Efficiency and Calendar Anomalies for Eastern Europe Equity Markets 2019Comparing the effectiveness of deep feedforward neural networks and shallow architectures for predicting stock price indices 2013The prospects of BRIC countries: Testing weak-form market efficiency 2003The random walk hypothesis and the behaviour of foreign capital portfolio flows: the Brazilian stock market case

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Details

Year1999

Typearticle

Published1999-09-01

VenueReview of Quantitative Finance and Accounting

ISSN-L0924-865X

Languageen

Citations132

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1023/a:1008399910942

openalex_workW1548805057

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2006

Weak-Form Market Efficiency in Asian Emerging and Developed Equity Markets: Comparative Tests of Random Walk Behaviour

2009Extreme observations and risk assessment in the equity markets of MENA region: Tail measures and Value-at-Risk

2008Stock-market efficiency in thin-trading markets: the case of the Vietnamese stock market