Random Walk in Emerging Markets by Nonparametric Variance Ratio Test: Evidence from Middle East and North Africa Stock Market

Author

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

Publication Type

Conference Paper

Publication Date

3-2005

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

Southwestern Finance Association Conference, Dallas, March 2005

City or Country

Dallas, TX, USA

Citation

Al-Khazali, O.; DING, David K.; and Pyun, C.S.. Random Walk in Emerging Markets by Nonparametric Variance Ratio Test: Evidence from Middle East and North Africa Stock Market. (2005). Southwestern Finance Association Conference, Dallas, March 2005.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/729