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An application of variance ratio test to the Korean securities market · Study

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ArticleAn application of variance ratio test to the Korean securities market

O. Felix Ayadi1994

Article1994

An application of variance ratio test to the Korean securities market

O. Felix Ayadi · Chong Soo Pyun

122 citations·0/0 files stored·Journal of Banking & Finance

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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 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 1991Efficient Capital Markets: II 1978Asset Prices in an Exchange Economy 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

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2022ON THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY, GEOPOLITICAL RISK AND STOCK MARKET RETURNS IN SOUTH KOREA: A QUANTILE CAUSALITY ANALYSIS 2004Testing for predictability in emerging equity markets 2004Some evidence of random walk behavior of Euro exchange rates using ranks and signs 1997A Fundamental Analysis of Korean Stock Returns 2003Random‐walk and efficiency tests of Central European equity markets

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Year1994

Typearticle

Published1994-09-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations122

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0378-4266(94)00012-3

openalex_workW2013144489

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