On testing the random-walk hypothesis: A model-comparison approach

Financial Review

Volumn 35, Issue 3, 2000, Pages 105-124

  Darrat, Ali F ^a   Zhong, Maosen ^b  

^a LOUISIANA TECH UNIVERSITY   (United States)

^b UNIVERSITY OF TEXAS AT BROWNSVILLE   (United States)

Author keywords

Artificial neural network; Chinese stock market; Random walk hypothesis

Indexed keywords

EID: 0012035793     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.2000.tb01423.x     Document Type: Article

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