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...
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Main Authors: | Phanrattinon, Nattawut, Lenbury, Yongwimon, Misiran, Masnita, Phewchean, Nattakorn |
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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 https://repo.uum.edu.my/id/eprint/30897/ https://www.naun.org/main/NAUN/circuitssystemssignal/2020/c122005-dam.pdf |
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