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Applied Economics Letters Volume 11, 2004 - Issue 4
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Original Articles

Tests of the random walk hypothesis for equity markets: evidence from China, Hong Kong and Singapore

Eduardo Jose Araújo Lima Banco Central do Brasil, SBS Quadra 3, Bloco B, Ed. Sede, Brasilia, DF, Brazil, 70074-900
&
Benjamin Miranda Tabak Banco Central do Brasil, SBS Quadra 3, Bloco B, Ed. Sede, Brasilia, DF, Brazil, 70074-900
Pages 255-258 | Published online: 21 Aug 2006

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Truong Dong Loc, Ger Lanjouw & Robert Lensink. (2010) Stock-market efficiency in thin-trading markets: the case of the Vietnamese stock market. Applied Economics 42:27, pages 3519-3532.
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ChristineW. Lai & Tsung-Chyan Lai. (2009) Analysing the c-minus-age strategy for life-cycle investing. Applied Economics Letters 16:7, pages 711-718.
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Kian-Ping Lim & RobertD. Brooks. (2009) On the validity of conventional statistical tests given evidence of nonsynchronous trading and nonlinear dynamics in returns generating process: a further note. Applied Economics Letters 16:6, pages 649-652.
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Qian Su, Terence Tai-Leung Chong & Isabel Kit-Ming Yan. (2007) On the convergence of the Chinese and Hong Kong stock markets: a cointegration analysis of the A and H shares. Applied Financial Economics 17:16, pages 1349-1357.
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