A New Nonparametric Variance Ratio Test of Random Walk: Evidence from Emerging Markets

Author

O. Al-Khazali
David K. DING, Singapore Management UniversityFollow
C.S. Pyun

Publication Type

Conference Paper

Publication Date

11-2005

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

Southern Finance Association Conference, Key West, 16-19 November 2005

City or Country

Key West, FL, USA

Citation

Al-Khazali, O.; DING, David K.; and Pyun, C.S.. A New Nonparametric Variance Ratio Test of Random Walk: Evidence from Emerging Markets. (2005). Southern Finance Association Conference, Key West, 16-19 November 2005.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/720