On the validity of the random walk hypothesis applied to the Dhaka Stock Exchange

International Journal of Theoretical and Applied Finance

Volumn 7, Issue 8, 2004, Pages 1069-1085

  Hasan, Mohammad S ^a  

^a SHEFFIELD HALLAM UNIVERSITY   (United Kingdom)

Author keywords

BDS statistic; Dhaka Stock Exchange; EGARCH model; Random walk model; Variance ratio; Weak form efficient market hypothesis

Indexed keywords

EID: 12144252379     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024904002797     Document Type: Article

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