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...

Full description

Saved in:
Bibliographic Details
Main Authors: Phanrattinon, Nattawut, Lenbury, Yongwimon, Misiran, Masnita, Phewchean, Nattakorn
Format: Article
Language:English
Published: NAUN 2020
Subjects:
Online Access:https://repo.uum.edu.my/id/eprint/30897/1/IJCSSP%2014%202020%20807-814.pdf
https://repo.uum.edu.my/id/eprint/30897/
https://www.naun.org/main/NAUN/circuitssystemssignal/2020/c122005-dam.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items