Testing the Weak Form Efficiency of Major Asian Stock Markets – An Application of Fourier Unit Root Test
碩士 === 明新科技大學 === 管理研究所 === 101 === Stock price stationarity has several important economic implications. This paper applies the recently developed Fourier unit root test to re-examine weak form efficiency for Asia’s 13 major stock markets, during July 1997 to December 2012. Empirical results from...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15808050603299032665 |