Random walks and market efficiency tests: Evidence from emerging equity markets

Review of Quantitative Finance and Accounting

Volumn 13, Issue 2, 1999, Pages 171-188

  Karemera, David ^a   Ojah, Kalu ^b   Cole, John A ^c  

^a SOUTH CAROLINA STATE UNIVERSITY   (United States)

^b SAINT LOUIS UNIVERSITY   (United States)

^c BENEDICT COLLEGE   (United States)

Author keywords

Emerging capital markets; Multiple variance ratio test; Random walk; Stock prices; Weak form efficiency

Indexed keywords

EID: 0038122632     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/A:1008399910942     Document Type: Article

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