The Efficiency Tests of American Capital Markets
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 95 === In this study, we apply both traditional variance ratio test proposed by Lo and MacKinlay（1988、1989）and nonparametric variance ratio test proposed by Wright（2000）, to investigate the efficiency of American stock, foreign exchange, oil, and gold markets. Review...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/04166961519144141695 |