Study on the Efficient Market Hypothesis on the Taiwan Stock Market: an Application of the Variance Ratio Test
碩士 === 國立交通大學 === 科技管理研究所 === 84 === This study utilizes the multiple variance ratio test as developed in Lo & MacKinlay(1988) and Chow & Denning(1993) to examine the Taiwan stock market.Weekly index returns are derived from the composite value we...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1996
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| Online Access: | http://ndltd.ncl.edu.tw/handle/36493543137857696728 |