Are Asia pacific stock markets efficient? An empirical investigation

By:

ANSARI, MOHAMMAD

Contributor(s):

CHEN, JENG-HONG

Material type:

Mixed materialsPublication details: 2013Description: 61-76Subject(s):

STOCK MARKET

NLM classification:

332.6322

In: FINANCE INDIAMSummary: The main objective of this paper is to investigate the behavior of stock returns in ten major Asia Pacific countries, namely, Australia, China, Hong Kong, Indonesia, Japan, Malaysia, Philippines, Singapore, South Korea and Taiwan. We employ a battery of techniques to test the weak form market efficiency, commonly refereed to as the random walk hypothesis.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Call number	Vol info	Status	Date due	Barcode
Periodicals/Magazines	SSCBS Library		27/1	Available		P14861

The main objective of this paper is to investigate the behavior of stock returns in ten major Asia Pacific countries, namely, Australia, China, Hong Kong, Indonesia, Japan, Malaysia, Philippines, Singapore, South Korea and Taiwan. We employ a battery of techniques to test the weak form market efficiency, commonly refereed to as the random walk hypothesis.

There are no comments on this title.

to post a comment.