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Volumn 11, Issue 11, 2004, Pages 707-710

Is South Korea's stock market efficient?

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET; PRICE DYNAMICS; RANDOM WALK METHOD; STOCK MARKET;

EID: 4644220306     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/1350485042000236566     Document Type: Article
Times cited : (54)

References (8)
  • 1
    • 0037375007 scopus 로고    scopus 로고
    • Random walk versus breaking trend in stock prices: Evidence from emerging markets
    • Chaudhuri, K. and Wu, Y. (2003) Random walk versus breaking trend in stock prices: evidence from emerging markets, Journal of Banking and Finance, 27, 575-92.
    • (2003) Journal of Banking and Finance , vol.27 , pp. 575-592
    • Chaudhuri, K.1    Wu, Y.2
  • 2
    • 84999322014 scopus 로고    scopus 로고
    • Mean reversion in stock prices: Evidence from emerging markets
    • Chaudhuri, K. and Wu, Y. (2004) Mean reversion in stock prices: evidence from emerging markets, Managerial Finance, 30, 22-31.
    • (2004) Managerial Finance , vol.30 , pp. 22-31
    • Chaudhuri, K.1    Wu, Y.2
  • 3
    • 84864410847 scopus 로고
    • Testing for a unit root in time series with pretest data based model selection
    • Hall, A. D. (1994) Testing for a unit root in time series with pretest data based model selection, Journal of Business and Economic Statistics, 12, 461-70
    • (1994) Journal of Business and Economic Statistics , vol.12 , pp. 461-470
    • Hall, A.D.1
  • 5
    • 0002378331 scopus 로고
    • Critical values for cointegration tests
    • (Eds) R. F. Engle and C. W. Granger, Oxford University Press, Oxford
    • MacKinnon, J. (1991) Critical values for cointegration tests, in Long-run Economic Relationships: Readings in Cointegration (Eds) R. F. Engle and C. W. Granger, Oxford University Press, Oxford, pp. 267-76.
    • (1991) Long-run Economic Relationships: Readings in Cointegration , pp. 267-276
    • MacKinnon, J.1
  • 6
    • 0000899296 scopus 로고
    • The great crash, the oil price shock and the unit root hypothesis
    • Perron, P. (1989) The great crash, the oil price shock and the unit root hypothesis, Econometrica, 57, 1361-401.
    • (1989) Econometrica , vol.57 , pp. 1361-1401
    • Perron, P.1
  • 7
    • 4644315203 scopus 로고    scopus 로고
    • Standard and Poors Standard and Poors, New York
    • Standard and Poors (2002) Emerging Stock Markets Factbook 2002, Standard and Poors, New York.
    • (2002) Emerging Stock Markets Factbook 2002
  • 8
    • 28444488750 scopus 로고
    • Further evidence of the great crash, the oil-price shock and the unit-root hypothesis
    • Zivot, E. and Andrews, D. (1992) Further evidence of the great crash, the oil-price shock and the unit-root hypothesis, Journal of Business and Economic Statistics, 10, 251-70.
    • (1992) Journal of Business and Economic Statistics , vol.10 , pp. 251-270
    • Zivot, E.1    Andrews, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.