A note on New Zealand stock market efficiency

Applied Economics Letters

Volumn 9, Issue 13, 2002, Pages 879-883

  Li, Xiaoming ^a   Xu, Jian ^a  

^a MASSEY UNIVERSITY   (New Zealand)

Author keywords

[No Author keywords available]

Indexed keywords

EFFICIENCY MEASUREMENT; MARKET CONDITIONS; STOCK MARKET;

NEW ZEALAND;

EID: 0037145541     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850210158980     Document Type: Article

References (11)

1. The relationship between return and market value of common stock
2. Stock market efficiency, the small firm effect and cointegration
3. Determining the order of differencing in autoregressive process
4. Share market efficiency: Tests using daily data for Australia and New Zealand
5. The semistrong efficiency of the Australian share market
6. Unit roots and cointegration for the economist
7. Efficient capital markets and martingales
8. Trend, unit root and structural change in macroeconomic time series
9. Further evidence on breaking trend functions in macroeconomic variables
10. A direct test of Roll's conjecture on the firm size effect
11. Equity returns