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Applied Economics Letters Volume 21, 2014 - Issue 3
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Original Articles

Do Asia-Pacific stock prices follow a random walk? A regime-switching perspective

Xin ShenDepartment of Economics, University of Waikato, Hamilton, New ZealandCorrespondence[email protected]
&
Mark J. HolmesDepartment of Economics, University of Waikato, Hamilton, New Zealand
Pages 189-195 | Published online: 16 Oct 2013

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Kai-Hua Wang, Chi-Wei Su, Ran Tao & Hsu-Ling Chang. (2019) Does the Efficient Market Hypothesis Fit Military Enterprises in China?. Defence and Peace Economics 30:7, pages 877-889.
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Articles from other publishers (10)

Tran Van Phuong Duong, Szu-Hsien Lin, Huei-Hwa Lai & Tzu-Pu Chang. (2021) Macroeconomic variables for predicting bear stock markets of Taiwan and China. International Journal of Emerging Markets 18:2, pages 273-295.
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Fatma Mathlouthi & Slah Bahloul. (2022) Co-movement and causal relationships between conventional and Islamic stock market returns under regime-switching framework. Journal of Capital Markets Studies 6:2, pages 166-184.
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Oscar V. De la Torre-Torres, Evaristo Galeana-Figueroa, María de la Cruz Del Río-Rama & José Álvarez-García. (2022) Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1). Mathematics 10:8, pages 1296.
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Oscar V. De la Torre-Torres, Evaristo Galeana-Figueroa & José Álvarez-García. (2021) A Markov-Switching VSTOXX Trading Algorithm for Enhancing EUR Stock Portfolio Performance. Mathematics 9:9, pages 1030.
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Gilbert V. Nartea, Harold Glenn A. Valera & Maria Luisa G. Valera. (2021) Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests. International Review of Economics & Finance 73, pages 214-230.
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Óscar V. De la Torre Torres. (2021) Noticias del COVID-19 y contagio de volatilidad en la Bolsa Mexicana de Valores. Contaduría y Administración 65:5, pages 220.
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Oscar V. De la Torre-Torres, Dora Aguilasocho-Montoya, José Álvarez-García & Biagio Simonetti. (2020) Using Markov-switching models with Markov chain Monte Carlo inference methods in agricultural commodities trading. Soft Computing 24:18, pages 13823-13836.
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Oscar V. De la Torre-Torres, Evaristo Galeana-Figueroa & José Álvarez-García. (2019) A Test of Using Markov-Switching GARCH Models in Oil and Natural Gas Trading. Energies 13:1, pages 129.
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Emrah Ismail Cevik & Mehmet Fatih Bugan. (2018) Regime-dependent relation between Islamic and conventional financial markets. Borsa Istanbul Review 18:2, pages 114-121.
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Yingchao Zou, Lean Yu & Kaijian He. (2015) Estimating Portfolio Value at Risk in the Electricity Markets Using an Entropy Optimized BEMD Approach. Entropy 17:12, pages 4519-4532.
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