Financial liberalization and stock price behaviour in Asian emerging markets

Economic Change and Restructuring

Volumn 38, Issue 1 SPEC. ISS, 2005, Pages 37-62

  Füss, Roland ^a  

^a UNIVERSITY OF FREIBURG   (Germany)

Author keywords

Asian emerging markets; Market efficiency; Multiple variance ratio test; Random walk; Runs test; Weak form market efficiency

Indexed keywords

FINANCE; LIBERALIZATION; RANDOM WALK METHOD; STOCHASTICITY; STOCK MARKET; VARIANCE ANALYSIS;

EID: 33745942283     PISSN: 15739414     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10644-005-4522-6     Document Type: Article

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