연구동향 분석

A Study on the Efficiency of Stock Markets in China: Comparative Analysis among Three Exchanges

김용민 권예경 2019년

논문상세정보
인용/피인용
' A Study on the Efficiency of Stock Markets in China: Comparative Analysis among Three Exchanges' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • chinesestockmarket
  • efficient market hypothesis
  • multiple variance ratio tests
  • random walk process.
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
27 0

0.0%

' A Study on the Efficiency of Stock Markets in China: Comparative Analysis among Three Exchanges' 의 참고문헌

  • 중국 주식시장과 세계 주요 주식시장간의 동조화에 관한 연구
    윤성민 [2018]
  • 문화적 개방성이 주식 효율성에 미치는 영향에 관한 연구
    이세원 [2017]
  • Weak-form efficiency and causality tests in Chinese stock markets
  • Variance ratio tests of random walk : an overview
    Charles, A. [2009]
  • The size and power of the variance ratio test in finite samples
    Lo, A. W. [1989]
  • The efficiency of the Chinese stock market and the role of the banks
  • The efficiency of China’s stock market
    Ma, S. [2004]
  • The Chinese stock market : efficiency, predictability and profitability
  • The Chinese stock exchange market : operations and efficiency
  • Tests of the random walk hypothesis for equity markets : evidence from China, Hong Kong and Singapore
  • Tests of financial models in the presence of overlapping observations
  • Stock market prices do not follow random walks : evidence from a simple specification test
    Lo, A. W. [1988]
  • On testing the random-walk hypothesis : a model comparison approach
  • Korean stock prices under price limits : variance ratio tests of random walks
    Ryoo, H. J. [2002]
  • Information transmission in the Shanghai equity market
    Long, D. M. [1999]
  • Efficient capital markets : a review of theory and empirical work
    Fama, E. [1970]
  • Efficient capital markets : II
    Fama, E. [1991]
  • Do Asian stock market prices follow random walks? : evidence from the variance ratio test
  • Changes in Long Memory Feature and Informational Efficiency of Energy Commodity Markets
    강상훈 [2013]
  • Are Chinese stock markets efficient? : a cointegration and causality analysis
    Liu, X. [1997]
  • Are Asian stock markets efficient? : evidence from new multiple variance ratio tests
    Kim, J. H. [2008]
  • Analysis of Chinese Stock Market's Characteristics: Applying Time-Varying Cointegration Model
    이종찬 [2016]
  • An empirical analysis of the equity markets in China
  • An application of variance ratio test to the Korean securities market
  • A simple multiple variance ratio test
    Chow, K. V. [1993]
  • A comparison of variance ratio tests of random walk : a case of Asian emerging stock markets
    Hoque, H. [2007]